+299.0%
TSEM vs PBF
+419.4%
-120.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.5% | -7.4% | -7.0% |
| 7D | +7.0% | +6.5% | +0.5% | +6.4% |
| 30D | -29.8% | -20.0% | -9.8% | -28.4% |
| 3M | -41.9% | -3.3% | -38.6% | -41.8% |
| 6M | -45.8% | +76.8% | -122.6% | -48.0% |
| YTD | +25.1% | +168.9% | -143.8% | +13.9% |
| 1Y | +48.2% | +96.4% | -48.1% | +39.1% |
| 3Y | +476.5% | +77.2% | +399.3% | +413.2% |
| All | +299.0% | +419.4% | -120.4% | +224.0% |
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