+655.5%
TSEM vs PL
+454.1%
+201.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.3% | +9.1% | +8.1% |
| 7D | +6.9% | -9.3% | +16.2% | +9.1% |
| 30D | +5.3% | -18.9% | +24.2% | +10.4% |
| 3M | -14.9% | -58.4% | +43.5% | +1.2% |
| 6M | +80.0% | -30.3% | +110.3% | +91.2% |
| YTD | +89.4% | -8.1% | +97.5% | +90.4% |
| 1Y | +253.1% | +180.5% | +72.6% | +181.0% |
| All | +655.5% | +454.1% | +201.4% | +371.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling