+80.5%
TSEM vs PL
-0.6%
+81.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -6.4% | -2.4% | -6.6% |
| 7D | -23.1% | -11.7% | -11.4% | -19.6% |
| 30D | -40.4% | -27.1% | -13.2% | -33.7% |
| 3M | -37.9% | -44.6% | +6.7% | -25.2% |
| 6M | -30.8% | -67.2% | +36.4% | -6.4% |
| YTD | +26.7% | -35.9% | +62.6% | +49.1% |
| 1Y | +80.5% | -0.4% | +80.9% | +96.7% |
| All | +80.5% | -0.6% | +81.1% | +96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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