+1,745.2%
TSEM vs PBF
+278.8%
+1,466.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +5.8% | +1.8% | +6.9% |
| 7D | +6.8% | -4.0% | +10.7% | +7.5% |
| 30D | -26.6% | -18.0% | -8.6% | -24.7% |
| 3M | -36.3% | +0.9% | -37.3% | -36.6% |
| 6M | -30.6% | +65.7% | -96.3% | -35.4% |
| YTD | +35.3% | +161.9% | -126.6% | +16.5% |
| 1Y | +59.2% | +77.8% | -18.6% | +44.3% |
| 3Y | +547.7% | +74.9% | +472.8% | +467.6% |
| 5Y | +337.5% | +423.4% | -85.8% | +209.9% |
| 10Y | +887.4% | +255.2% | +632.2% | +544.7% |
| All | +1,745.2% | +278.8% | +1,466.4% | +1,080.3% |
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