-60.1%
PINS vs TSEM
+297.9%
-357.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.9% | +7.1% | +1.1% |
| 7D | +1.0% | +7.0% | -6.0% | -0.1% |
| 30D | -12.0% | -29.8% | +17.8% | -8.1% |
| 3M | -17.9% | -41.9% | +24.0% | -12.3% |
| 6M | -1.0% | -45.8% | +44.7% | +4.3% |
| YTD | -26.0% | +25.1% | -51.1% | -38.6% |
| 1Y | -28.5% | +48.2% | -76.7% | -43.6% |
| 3Y | -39.2% | +476.5% | -515.7% | -71.2% |
| All | -60.1% | +297.9% | -357.9% | -77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling