+80.5%
TSEM vs PEGA
-44.4%
+124.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | 0.0% | -8.8% | -8.7% |
| 7D | -23.1% | -2.9% | -20.3% | -23.5% |
| 30D | -40.4% | -0.5% | -39.9% | -40.3% |
| 3M | -37.9% | +8.5% | -46.4% | -36.9% |
| 6M | -30.8% | -6.3% | -24.5% | -27.5% |
| YTD | +26.7% | -42.2% | +68.9% | +50.5% |
| 1Y | +80.5% | -43.4% | +123.9% | +135.2% |
| All | +80.5% | -44.4% | +124.9% | +135.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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