+1,259.9%
TSEM vs PEG
+148.3%
+1,111.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.8% | -3.9% |
| 7D | +0.9% | -0.9% | +1.8% | +1.2% |
| 30D | -16.6% | -2.8% | -13.9% | -15.9% |
| 3M | -10.9% | -6.9% | -4.0% | -9.0% |
| 6M | +78.0% | -11.4% | +89.4% | +84.6% |
| YTD | +77.2% | -7.4% | +84.6% | +80.7% |
| 1Y | +207.6% | -8.3% | +215.8% | +213.8% |
| 3Y | +637.8% | +31.5% | +606.3% | +577.8% |
| 5Y | +617.0% | +38.0% | +579.0% | +537.0% |
| All | +1,259.9% | +148.3% | +1,111.6% | +896.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling