+2,482.3%
TSEM vs PBF
+303.9%
+2,178.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.3% | +9.2% | +8.0% |
| 7D | +6.9% | +4.3% | +2.6% | +6.3% |
| 30D | +5.3% | +22.0% | -16.7% | +2.4% |
| 3M | -14.9% | +74.5% | -89.4% | -21.0% |
| 6M | +80.0% | +67.7% | +12.4% | +66.0% |
| YTD | +89.4% | +179.2% | -89.8% | +62.0% |
| 1Y | +253.1% | +170.0% | +83.1% | +201.9% |
| 3Y | +642.1% | +66.4% | +575.7% | +554.1% |
| 5Y | +659.1% | +764.5% | -105.4% | +396.9% |
| 10Y | +1,291.4% | +358.5% | +932.8% | +766.5% |
| All | +2,482.3% | +303.9% | +2,178.5% | +1,540.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling