+17.0%
PG vs TSEM
+79.9%
-62.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -8.7% | +12.0% | +2.6% |
| 7D | +5.7% | -23.1% | +28.8% | +3.9% |
| 30D | +15.4% | -40.4% | +55.8% | +12.1% |
| 3M | +13.8% | -37.9% | +51.7% | +11.0% |
| 6M | +18.3% | -30.8% | +49.1% | +16.6% |
| YTD | +20.1% | +26.7% | -6.6% | +23.4% |
| 1Y | +17.0% | +80.5% | -63.5% | +22.8% |
| All | +17.0% | +79.9% | -62.9% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TSEM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling