+644.7%
TSEM vs PHM
+152.6%
+492.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.5% | -1.3% |
| 7D | +4.7% | -3.9% | +8.6% | +5.5% |
| 30D | -14.2% | -8.6% | -5.7% | -12.8% |
| 3M | -5.0% | -2.9% | -2.1% | -5.2% |
| 6M | +87.6% | -5.7% | +93.3% | +88.0% |
| YTD | +84.4% | +1.9% | +82.6% | +80.5% |
| 1Y | +235.4% | -12.3% | +247.7% | +239.3% |
| 3Y | +668.0% | +50.8% | +617.2% | +563.2% |
| 5Y | +644.7% | +157.3% | +487.4% | +479.5% |
| All | +644.7% | +152.6% | +492.2% | +479.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling