-17.5%
PINS vs TSEM
+1,132.2%
-1,149.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.1% | -1.0% |
| 7D | -5.2% | +10.4% | -15.7% | -7.9% |
| 30D | -14.9% | -12.9% | -2.0% | -12.2% |
| 3M | -8.4% | -9.2% | +0.8% | -10.0% |
| 6M | +0.6% | +98.8% | -98.1% | -29.3% |
| YTD | -22.2% | +87.2% | -109.4% | -45.4% |
| 1Y | -46.9% | +239.0% | -285.9% | -71.7% |
| 3Y | -26.9% | +679.5% | -706.4% | -75.4% |
| 5Y | -63.0% | +667.3% | -730.2% | -88.2% |
| All | -17.5% | +1,132.2% | -1,149.6% | -81.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling