+253.1%
TSEM vs PBR
+70.4%
+182.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.9% | +9.7% | +7.9% |
| 7D | +6.9% | +8.6% | -1.7% | +6.7% |
| 30D | +5.3% | +12.8% | -7.5% | +5.0% |
| 3M | -14.9% | +14.7% | -29.6% | -15.3% |
| 6M | +80.0% | +25.2% | +54.9% | +67.8% |
| YTD | +89.4% | +77.1% | +12.2% | +63.3% |
| 1Y | +253.1% | +69.6% | +183.5% | +203.5% |
| All | +253.1% | +70.4% | +182.7% | +203.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling