+11.3%
TSEM vs PEG
+2,336.3%
-2,325.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.1% | +8.0% | +7.9% |
| 7D | +6.9% | +0.7% | +6.2% | +6.7% |
| 30D | +5.3% | -2.4% | +7.7% | +5.9% |
| 3M | -14.9% | -4.8% | -10.1% | -14.1% |
| 6M | +80.0% | -10.7% | +90.7% | +84.4% |
| YTD | +89.4% | -6.7% | +96.0% | +91.8% |
| 1Y | +253.1% | -6.8% | +259.9% | +257.2% |
| 3Y | +642.1% | +34.5% | +607.6% | +593.4% |
| 5Y | +659.1% | +35.8% | +623.3% | +600.2% |
| 10Y | +1,291.4% | +141.7% | +1,149.6% | +1,018.6% |
| All | +11.3% | +2,336.3% | -2,325.0% | -15.4% |
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