+1,259.9%
TSEM vs PBF
+367.4%
+892.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.7% | -4.7% | -4.0% |
| 7D | +0.9% | +2.3% | -1.4% | +0.6% |
| 30D | -16.6% | +11.6% | -28.2% | -17.9% |
| 3M | -10.9% | +81.7% | -92.6% | -17.3% |
| 6M | +78.0% | +96.4% | -18.4% | +62.1% |
| YTD | +77.2% | +189.5% | -112.3% | +52.4% |
| 1Y | +207.6% | +180.7% | +26.8% | +164.7% |
| 3Y | +637.8% | +56.6% | +581.2% | +559.7% |
| 5Y | +617.0% | +802.0% | -185.0% | +378.9% |
| All | +1,259.9% | +367.4% | +892.5% | +874.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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