-38.1%
TSEM vs PBR
+1,873.9%
-1,912.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | +4.7% | +0.3% | +4.4% | +4.6% |
| 30D | -14.2% | +17.5% | -31.8% | -17.2% |
| 3M | -5.0% | +20.9% | -25.9% | -8.9% |
| 6M | +87.6% | +20.2% | +67.3% | +78.9% |
| YTD | +84.4% | +84.3% | +0.2% | +60.8% |
| 1Y | +235.4% | +77.1% | +158.3% | +194.3% |
| 3Y | +668.0% | +100.8% | +567.2% | +547.5% |
| 5Y | +644.7% | +556.1% | +88.6% | +365.4% |
| 10Y | +1,326.7% | +676.1% | +650.6% | +665.6% |
| All | -38.1% | +1,873.9% | -1,912.0% | -76.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling