+1,733.4%
TSEM vs PBF
+287.3%
+1,446.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.9% | -0.9% |
| 7D | +20.5% | +4.3% | +16.2% | +19.9% |
| 30D | -29.0% | -21.8% | -7.2% | -26.6% |
| 3M | -39.4% | +1.7% | -41.1% | -39.7% |
| 6M | -28.5% | +69.8% | -98.3% | -33.7% |
| YTD | +34.4% | +167.7% | -133.3% | +15.5% |
| 1Y | +48.3% | +89.0% | -40.6% | +33.4% |
| 3Y | +543.5% | +78.8% | +464.8% | +462.3% |
| 5Y | +331.4% | +415.4% | -84.0% | +206.4% |
| 10Y | +881.1% | +263.1% | +618.0% | +538.7% |
| All | +1,733.4% | +287.3% | +1,446.1% | +1,069.3% |
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