-21.0%
TSEM vs PEG
+2,395.2%
-2,416.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | +20.5% | +2.3% | +18.2% | +19.9% |
| 30D | -29.0% | +6.1% | -35.1% | -30.1% |
| 3M | -39.4% | -0.5% | -38.8% | -39.3% |
| 6M | -28.5% | -3.2% | -25.4% | -28.2% |
| YTD | +34.4% | -4.4% | +38.9% | +35.3% |
| 1Y | +48.3% | -7.4% | +55.7% | +50.4% |
| 3Y | +543.5% | +33.9% | +509.6% | +501.8% |
| 5Y | +331.4% | +42.3% | +289.1% | +293.8% |
| 10Y | +881.1% | +166.4% | +714.7% | +673.2% |
| All | -21.0% | +2,395.2% | -2,416.2% | -40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling