+529.3%
TSEM vs PH
+137.6%
+391.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.2% | +6.7% | +7.3% |
| 7D | -2.0% | +3.0% | -5.0% | -3.8% |
| 30D | -33.4% | -0.6% | -32.8% | -32.4% |
| 3M | -39.7% | -10.7% | -28.9% | -33.3% |
| 6M | -27.8% | +9.1% | -36.9% | -30.7% |
| YTD | +29.7% | +9.5% | +20.2% | +23.4% |
| 1Y | +81.1% | +14.0% | +67.1% | +67.5% |
| 3Y | +529.3% | +138.9% | +390.4% | +304.8% |
| All | +529.3% | +137.6% | +391.7% | +304.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling