+59.2%
TSEM vs PL
+8.6%
+50.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.5% | +7.1% | +7.5% |
| 7D | +6.8% | +13.4% | -6.6% | +2.4% |
| 30D | -26.6% | -10.2% | -16.5% | -24.0% |
| 3M | -36.3% | -39.5% | +3.1% | -26.1% |
| 6M | -30.6% | -65.7% | +35.1% | -9.1% |
| YTD | +35.3% | -27.3% | +62.6% | +53.9% |
| 1Y | +59.2% | +15.0% | +44.2% | +68.6% |
| All | +59.2% | +8.6% | +50.6% | +68.6% |
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