-33.5%
TSEM vs PH
+10.0%
-43.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.2% | +6.7% | +4.5% |
| 7D | -2.0% | +3.0% | -5.0% | -5.5% |
| 30D | -33.4% | -0.6% | -32.8% | -32.0% |
| 3M | -39.7% | -10.7% | -28.9% | -29.4% |
| All | -33.5% | +10.0% | -43.5% | -34.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling