+1,326.7%
TSEM vs PH
+795.7%
+531.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.1% |
| 7D | +4.7% | 0.0% | +4.7% | +4.7% |
| 30D | -14.2% | -10.3% | -4.0% | -9.3% |
| 3M | -5.0% | +5.1% | -10.1% | -6.8% |
| 6M | +87.6% | +2.3% | +85.3% | +86.2% |
| YTD | +84.4% | +8.7% | +75.8% | +77.7% |
| 1Y | +235.4% | +26.8% | +208.6% | +199.0% |
| 3Y | +668.0% | +139.2% | +528.8% | +414.6% |
| 5Y | +644.7% | +251.1% | +393.6% | +307.1% |
| 10Y | +1,326.7% | +812.6% | +514.1% | +417.9% |
| All | +1,326.7% | +795.7% | +531.0% | +417.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling