+80.5%
TSEM vs PEG
-6.2%
+86.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.6% | -9.3% | -8.8% |
| 7D | -23.1% | +1.0% | -24.1% | -23.3% |
| 30D | -40.4% | +6.6% | -47.0% | -41.1% |
| 3M | -37.9% | -3.1% | -34.8% | -38.2% |
| 6M | -30.8% | -7.4% | -23.5% | -31.3% |
| YTD | +26.7% | -6.4% | +33.2% | +23.1% |
| 1Y | +80.5% | -7.4% | +87.9% | +74.9% |
| All | +80.5% | -6.2% | +86.7% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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