+80.5%
TSEM vs PENG
+120.5%
-40.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -9.1% | +0.4% | -4.0% |
| 7D | -23.1% | -20.5% | -2.6% | -13.5% |
| 30D | -40.4% | -20.4% | -20.0% | -34.2% |
| 3M | -37.9% | -16.4% | -21.5% | -33.2% |
| 6M | -30.8% | +49.2% | -80.0% | -44.6% |
| YTD | +26.7% | +147.2% | -120.5% | -24.9% |
| 1Y | +80.5% | +124.7% | -44.2% | +14.5% |
| All | +80.5% | +120.5% | -40.0% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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