+1,326.7%
TSEM vs PEGA
+170.9%
+1,155.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.0% |
| 7D | +4.7% | -6.1% | +10.9% | +6.2% |
| 30D | -14.2% | +6.4% | -20.6% | -15.9% |
| 3M | -5.0% | +2.9% | -8.0% | -7.4% |
| 6M | +87.6% | -23.8% | +111.4% | +96.0% |
| YTD | +84.4% | -41.1% | +125.5% | +103.9% |
| 1Y | +235.4% | -38.2% | +273.6% | +263.8% |
| 3Y | +668.0% | +49.8% | +618.1% | +508.7% |
| 5Y | +644.7% | -48.0% | +692.8% | +738.9% |
| 10Y | +1,326.7% | +173.1% | +1,153.5% | +817.0% |
| All | +1,326.7% | +170.9% | +1,155.8% | +817.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling