+1,282.5%
TSEM vs PBR
+697.0%
+585.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.8% |
| 7D | -4.9% | +5.4% | -10.2% | -5.8% |
| 30D | -18.7% | +22.9% | -41.6% | -22.0% |
| 3M | -18.1% | +19.6% | -37.8% | -21.1% |
| 6M | +77.1% | +16.5% | +60.6% | +70.3% |
| YTD | +80.1% | +86.7% | -6.5% | +57.6% |
| 1Y | +220.4% | +74.7% | +145.7% | +183.4% |
| 3Y | +650.1% | +102.6% | +547.5% | +536.2% |
| 5Y | +628.9% | +566.6% | +62.3% | +354.0% |
| All | +1,282.5% | +697.0% | +585.5% | +683.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling