+8,390.6%
PWR vs TSEM
+32.5%
+8,358.1%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.8% | -7.1% | -0.6% |
| 7D | +3.6% | +6.9% | -3.3% | +2.4% |
| 30D | -8.6% | +5.3% | -13.9% | -9.7% |
| 3M | -13.2% | -14.9% | +1.8% | -11.7% |
| 6M | +9.9% | +80.0% | -70.1% | -1.9% |
| YTD | +48.0% | +89.4% | -41.3% | +30.7% |
| 1Y | +66.2% | +253.1% | -186.9% | +32.6% |
| 3Y | +195.1% | +642.1% | -447.0% | +108.0% |
| 5Y | +442.6% | +659.1% | -216.5% | +276.6% |
| 10Y | +2,334.2% | +1,291.4% | +1,042.9% | +1,407.2% |
| All | +8,390.6% | +32.5% | +8,358.1% | +4,874.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling