+396.2%
TSEM vs PL
+40.9%
+355.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.6% | -6.3% | -6.8% |
| 7D | +7.0% | +10.0% | -3.1% | +5.0% |
| 30D | -29.8% | -2.3% | -27.5% | -29.1% |
| 3M | -41.9% | -44.2% | +2.3% | -35.4% |
| 6M | -45.8% | -66.1% | +20.4% | -34.9% |
| YTD | +25.1% | -30.0% | +55.1% | +32.7% |
| 1Y | +48.2% | +21.0% | +27.2% | +44.1% |
| 3Y | +476.5% | +516.5% | -40.0% | +324.9% |
| 5Y | +301.4% | +32.0% | +269.4% | +226.3% |
| All | +396.2% | +40.9% | +355.3% | +302.2% |
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