+50.5%
TSEM vs PL
+7.9%
+42.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.8% |
| 7D | -9.5% | +5.6% | -15.1% | -11.1% |
| 30D | -35.5% | -16.9% | -18.5% | -31.6% |
| 3M | -41.6% | -38.2% | -3.3% | -32.7% |
| 6M | -30.1% | -63.4% | +33.4% | -9.6% |
| YTD | +25.7% | -27.6% | +53.3% | +43.6% |
| 1Y | +50.5% | +6.6% | +43.9% | +66.3% |
| All | +50.5% | +7.9% | +42.6% | +66.3% |
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