+438.8%
TSEM vs PENG
+597.2%
-158.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +12.4% | -7.5% | +1.1% |
| 7D | -17.5% | -19.4% | +1.9% | -12.3% |
| 30D | -44.7% | -42.4% | -2.3% | -35.2% |
| 3M | -38.9% | -25.6% | -13.2% | -33.7% |
| 6M | -36.7% | +7.3% | -44.0% | -38.1% |
| YTD | +17.0% | +113.9% | -96.9% | -5.1% |
| 1Y | +62.8% | +93.6% | -30.7% | +35.5% |
| 3Y | +471.3% | +170.2% | +301.1% | +319.0% |
| 5Y | +290.3% | +44.2% | +246.1% | +206.9% |
| All | +438.8% | +597.2% | -158.4% | +206.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling