+679.5%
TSEM vs PBF
+62.4%
+617.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.3% | -4.4% | -1.5% |
| 7D | +10.4% | +2.4% | +8.1% | +10.1% |
| 30D | -12.9% | +24.9% | -37.8% | -15.4% |
| 3M | -9.2% | +81.9% | -91.0% | -14.9% |
| 6M | +98.8% | +79.4% | +19.4% | +84.1% |
| YTD | +87.2% | +188.3% | -101.1% | +59.3% |
| 1Y | +239.0% | +177.3% | +61.7% | +189.8% |
| 3Y | +679.5% | +56.0% | +623.5% | +512.2% |
| All | +679.5% | +62.4% | +617.1% | +512.2% |
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