+523.5%
TSEM vs PBF
+75.3%
+448.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +5.8% | +1.8% | +6.8% |
| 7D | +6.8% | -4.0% | +10.7% | +7.5% |
| 30D | -26.6% | -18.0% | -8.6% | -24.7% |
| 3M | -36.3% | +0.9% | -37.3% | -36.5% |
| 6M | -30.6% | +65.7% | -96.3% | -34.4% |
| YTD | +35.3% | +161.9% | -126.6% | +16.4% |
| 1Y | +59.2% | +77.8% | -18.6% | +46.8% |
| All | +523.5% | +75.3% | +448.2% | +385.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling