+2,393.1%
PWR vs TSEM
+1,289.9%
+1,103.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.6% | -0.1% |
| 7D | -0.2% | +0.9% | -1.1% | -0.6% |
| 30D | -7.7% | -16.6% | +8.9% | -2.7% |
| 3M | -4.9% | -10.9% | +6.0% | -3.5% |
| 6M | +9.7% | +78.0% | -68.3% | -12.3% |
| YTD | +46.7% | +77.2% | -30.5% | +16.4% |
| 1Y | +58.7% | +207.6% | -148.9% | +5.3% |
| 3Y | +200.7% | +637.8% | -437.1% | +49.8% |
| 5Y | +438.6% | +617.0% | -178.4% | +162.5% |
| All | +2,393.1% | +1,289.9% | +1,103.2% | +840.1% |
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