-39.2%
TSEM vs PAAS
+1,235.6%
-1,274.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -2.4% | +10.2% | +8.1% |
| 7D | +6.9% | -2.9% | +9.8% | +7.2% |
| 30D | +5.3% | +6.8% | -1.5% | +4.4% |
| 3M | -14.9% | -2.9% | -12.0% | -14.7% |
| 6M | +80.0% | -16.4% | +96.5% | +82.8% |
| YTD | +89.4% | 0.0% | +89.3% | +87.5% |
| 1Y | +253.1% | +54.3% | +198.8% | +233.3% |
| 3Y | +642.1% | +230.7% | +411.4% | +537.1% |
| 5Y | +659.1% | +111.6% | +547.5% | +569.2% |
| 10Y | +1,291.4% | +211.7% | +1,079.7% | +1,024.2% |
| All | -39.2% | +1,235.6% | -1,274.8% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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