+207.6%
TSEM vs PBF
+167.4%
+40.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.7% | -4.7% | -4.0% |
| 7D | +0.9% | +2.3% | -1.4% | +0.8% |
| 30D | -16.6% | +11.6% | -28.2% | -17.0% |
| 3M | -10.9% | +81.7% | -92.6% | -10.7% |
| 6M | +78.0% | +96.4% | -18.4% | +75.8% |
| YTD | +77.2% | +189.5% | -112.3% | +65.2% |
| 1Y | +207.6% | +180.7% | +26.8% | +203.4% |
| All | +207.6% | +167.4% | +40.2% | +203.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling