+644.7%
TSEM vs PBF
+817.4%
-172.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.1% | -1.5% |
| 7D | +4.7% | +1.4% | +3.4% | +4.6% |
| 30D | -14.2% | +15.8% | -30.1% | -15.4% |
| 3M | -5.0% | +90.3% | -95.3% | -9.8% |
| 6M | +87.6% | +102.8% | -15.2% | +75.7% |
| YTD | +84.4% | +187.3% | -102.9% | +66.0% |
| 1Y | +235.4% | +161.8% | +73.6% | +204.3% |
| 3Y | +668.0% | +55.5% | +612.5% | +586.8% |
| 5Y | +644.7% | +801.9% | -157.2% | +442.3% |
| All | +644.7% | +817.4% | -172.6% | +442.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling