-28.5%
TSEM vs PEGA
-6.5%
-22.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | +0.6% |
| 7D | +20.5% | -4.6% | +25.1% | +17.9% |
| 30D | -29.0% | -6.8% | -22.1% | -31.1% |
| 3M | -39.4% | +2.6% | -41.9% | -37.2% |
| 6M | -28.5% | -5.4% | -23.1% | -24.9% |
| All | -28.5% | -6.5% | -22.0% | -24.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling