+501.7%
TSEM vs PENG
+191.8%
+309.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.8% | -2.1% |
| 7D | -9.5% | -16.1% | +6.6% | -3.0% |
| 30D | -35.5% | -41.5% | +6.0% | -20.2% |
| 3M | -41.6% | -19.1% | -22.5% | -37.2% |
| 6M | -30.1% | +0.9% | -31.0% | -31.4% |
| YTD | +25.7% | +128.2% | -102.5% | -8.3% |
| 1Y | +50.5% | +98.6% | -48.1% | +14.5% |
| 3Y | +501.7% | +188.2% | +313.5% | +282.1% |
| All | +501.7% | +191.8% | +309.9% | +282.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling