+679.5%
TSEM vs PH
+141.1%
+538.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.6% |
| 7D | +10.4% | +0.4% | +10.0% | +10.1% |
| 30D | -12.9% | -10.8% | -2.1% | -5.6% |
| 3M | -9.2% | +8.5% | -17.6% | -13.3% |
| 6M | +98.8% | +3.9% | +94.8% | +94.3% |
| YTD | +87.2% | +9.4% | +77.8% | +76.8% |
| 1Y | +239.0% | +26.8% | +212.2% | +189.0% |
| 3Y | +679.5% | +140.8% | +538.7% | +431.6% |
| All | +679.5% | +141.1% | +538.4% | +431.6% |
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