+253.1%
TSEM vs PH
+30.5%
+222.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.2% | +8.0% | +8.0% |
| 7D | +6.9% | -3.1% | +10.0% | +9.3% |
| 30D | +5.3% | -3.2% | +8.5% | +8.3% |
| 3M | -14.9% | +10.6% | -25.5% | -18.5% |
| 6M | +80.0% | -2.1% | +82.2% | +80.4% |
| YTD | +89.4% | +10.2% | +79.2% | +83.7% |
| 1Y | +253.1% | +28.2% | +224.9% | +231.0% |
| All | +253.1% | +30.5% | +222.6% | +231.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 1y: compounded portfolio wealth divided by compounded PH 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…
1y analysis · Full analysis span regression · 6 months rolling