+772.3%
TSEM vs PENG
+762.7%
+9.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +6.4% | +1.4% | +6.0% |
| 7D | +6.9% | +4.5% | +2.3% | +5.6% |
| 30D | +5.3% | -7.1% | +12.4% | +7.8% |
| 3M | -14.9% | -27.3% | +12.3% | -7.9% |
| 6M | +80.0% | +169.6% | -89.6% | +38.6% |
| YTD | +89.4% | +164.6% | -75.3% | +45.4% |
| 1Y | +253.1% | +109.5% | +143.6% | +185.2% |
| 3Y | +642.1% | +98.9% | +543.2% | +458.7% |
| 5Y | +659.1% | +116.3% | +542.8% | +436.2% |
| All | +772.3% | +762.7% | +9.6% | +369.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling