+523.3%
TSEM vs PENG
+720.8%
-197.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +10.3% | -2.7% | +4.5% |
| 7D | +6.8% | +1.9% | +4.9% | +5.9% |
| 30D | -26.6% | -37.8% | +11.2% | -15.9% |
| 3M | -36.3% | -14.1% | -22.3% | -33.8% |
| 6M | -30.6% | +13.1% | -43.7% | -33.3% |
| YTD | +35.3% | +151.8% | -116.5% | +4.7% |
| 1Y | +59.2% | +136.0% | -76.8% | +25.2% |
| 3Y | +547.7% | +217.9% | +329.7% | +353.0% |
| 5Y | +337.5% | +64.1% | +273.5% | +230.8% |
| All | +523.3% | +720.8% | -197.6% | +237.9% |
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