+364.0%
TSEM vs PL
+28.1%
+335.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +10.4% | -5.5% | +2.9% |
| 7D | -17.5% | -6.8% | -10.7% | -16.2% |
| 30D | -44.7% | -29.3% | -15.4% | -40.8% |
| 3M | -38.9% | -44.8% | +5.9% | -31.7% |
| 6M | -36.7% | -68.4% | +31.7% | -23.0% |
| YTD | +17.0% | -36.4% | +53.3% | +26.3% |
| 1Y | +62.8% | +0.7% | +62.1% | +63.3% |
| 3Y | +471.3% | +455.3% | +16.0% | +328.9% |
| 5Y | +290.3% | +22.7% | +267.6% | +221.3% |
| All | +364.0% | +28.1% | +335.9% | +282.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling