+80.5%
TSEM vs PHM
+16.2%
+64.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +7.2% | -15.9% | -7.9% |
| 7D | -23.1% | +13.6% | -36.7% | -22.2% |
| 30D | -40.4% | +19.3% | -59.7% | -39.5% |
| 3M | -37.9% | +3.5% | -41.4% | -36.7% |
| 6M | -30.8% | +18.6% | -49.4% | -31.3% |
| YTD | +26.7% | +16.7% | +10.0% | +21.7% |
| 1Y | +80.5% | +14.6% | +65.9% | +75.7% |
| All | +80.5% | +16.2% | +64.3% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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