-63.4%
PINS vs TSEM
+657.0%
-720.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.8% | -10.0% | -3.4% |
| 7D | -12.0% | +6.9% | -18.9% | -13.0% |
| 30D | -12.7% | +5.3% | -18.0% | -13.8% |
| 3M | -5.5% | -14.9% | +9.4% | -5.2% |
| 6M | +5.3% | +80.0% | -74.8% | -14.4% |
| YTD | -21.2% | +89.4% | -110.6% | -37.7% |
| 1Y | -45.0% | +253.1% | -298.1% | -64.6% |
| 3Y | -26.2% | +642.1% | -668.3% | -64.7% |
| All | -63.4% | +657.0% | -720.4% | -82.0% |
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