+207.6%
TSEM vs PEG
-6.5%
+214.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.8% | -3.9% |
| 7D | +0.9% | -0.9% | +1.8% | +1.0% |
| 30D | -16.6% | -2.8% | -13.9% | -16.5% |
| 3M | -10.9% | -6.9% | -4.0% | -11.3% |
| 6M | +78.0% | -11.4% | +89.4% | +77.3% |
| YTD | +77.2% | -7.4% | +84.6% | +74.6% |
| 1Y | +207.6% | -8.3% | +215.8% | +202.7% |
| All | +207.6% | -6.5% | +214.1% | +202.7% |
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 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