+413.9%
TSEM vs PENG
+520.3%
-106.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -23.0% | +11.1% | -5.1% |
| 7D | -30.3% | -36.7% | +6.4% | -20.2% |
| 30D | -49.3% | -42.0% | -7.3% | -40.9% |
| 3M | -38.0% | -33.2% | -4.8% | -30.4% |
| 6M | -41.9% | +2.1% | -44.0% | -42.2% |
| YTD | +11.6% | +90.3% | -78.7% | -6.1% |
| 1Y | +50.5% | +67.7% | -17.2% | +30.7% |
| 3Y | +445.3% | +154.2% | +291.1% | +309.2% |
| 5Y | +272.2% | +28.3% | +243.9% | +203.5% |
| All | +413.9% | +520.3% | -106.4% | +203.0% |
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