+70.8%
TSEM vs PEGA
+1,209.2%
-1,138.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.0% | +8.8% | +8.0% |
| 7D | +6.9% | +3.3% | +3.6% | +6.4% |
| 30D | +5.3% | +17.7% | -12.4% | +2.7% |
| 3M | -14.9% | +5.8% | -20.7% | -16.5% |
| 6M | +80.0% | -20.3% | +100.3% | +82.9% |
| YTD | +89.4% | -37.1% | +126.5% | +97.7% |
| 1Y | +253.1% | -30.2% | +283.3% | +262.2% |
| 3Y | +642.1% | +48.1% | +594.0% | +567.7% |
| 5Y | +659.1% | -46.8% | +705.9% | +662.7% |
| 10Y | +1,291.4% | +191.3% | +1,100.0% | +1,012.6% |
| All | +70.8% | +1,209.2% | -1,138.5% | -30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling