+679.5%
TSEM vs PEG
+33.9%
+645.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.9% | -1.4% |
| 7D | +10.4% | +1.0% | +9.4% | +9.9% |
| 30D | -12.9% | -1.9% | -11.1% | -12.2% |
| 3M | -9.2% | -3.7% | -5.5% | -8.2% |
| 6M | +98.8% | -9.4% | +108.2% | +106.4% |
| YTD | +87.2% | -6.0% | +93.2% | +90.0% |
| 1Y | +239.0% | -4.4% | +243.3% | +238.6% |
| All | +679.5% | +33.9% | +645.6% | +625.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling