-38.7%
PINS vs TSEM
+468.0%
-506.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +4.8% | -9.0% | -4.6% |
| 7D | -2.1% | -17.5% | +15.4% | -0.6% |
| 30D | -6.6% | -44.7% | +38.0% | -2.1% |
| 3M | -18.7% | -38.9% | +20.1% | -15.9% |
| 6M | -10.4% | -36.7% | +26.3% | -10.5% |
| YTD | -26.8% | +17.0% | -43.7% | -36.6% |
| 1Y | -27.9% | +62.8% | -90.7% | -42.8% |
| 3Y | -38.7% | +471.3% | -510.0% | -66.2% |
| All | -38.7% | +468.0% | -506.7% | -66.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling