+299.0%
TSEM vs PENG
+56.5%
+242.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -5.5% | -1.5% | -5.0% |
| 7D | +7.0% | +13.2% | -6.3% | +2.6% |
| 30D | -29.8% | -29.9% | +0.2% | -20.9% |
| 3M | -41.9% | -22.2% | -19.7% | -37.4% |
| 6M | -45.8% | -1.9% | -43.9% | -46.0% |
| YTD | +25.1% | +142.1% | -117.0% | -3.3% |
| 1Y | +48.2% | +151.5% | -103.3% | +13.6% |
| 3Y | +476.5% | +206.9% | +269.6% | +308.8% |
| All | +299.0% | +56.5% | +242.5% | +220.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling