-21.9%
PINS vs TSEM
+753.6%
-775.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.9% | -10.4% | -2.2% |
| 7D | -6.2% | -2.0% | -4.2% | -6.2% |
| 30D | -10.9% | -33.4% | +22.5% | -2.6% |
| 3M | -19.5% | -39.7% | +20.2% | -10.8% |
| 6M | -10.4% | -27.8% | +17.4% | -12.4% |
| YTD | -26.4% | +29.7% | -56.1% | -44.5% |
| 1Y | -29.6% | +81.1% | -110.8% | -54.4% |
| 3Y | -39.0% | +529.3% | -568.3% | -79.5% |
| 5Y | -59.1% | +315.0% | -374.1% | -83.6% |
| All | -21.9% | +753.6% | -775.5% | -81.3% |
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