+650.1%
TSEM vs PBR
+99.7%
+550.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.8% |
| 7D | -4.9% | +5.4% | -10.2% | -5.7% |
| 30D | -18.7% | +22.9% | -41.6% | -21.6% |
| 3M | -18.1% | +19.6% | -37.8% | -20.7% |
| 6M | +77.1% | +16.5% | +60.6% | +69.8% |
| YTD | +80.1% | +86.7% | -6.5% | +54.0% |
| 1Y | +220.4% | +74.7% | +145.7% | +177.3% |
| 3Y | +650.1% | +102.6% | +547.5% | +533.6% |
| All | +650.1% | +99.7% | +550.3% | +533.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling