+331.4%
TSEM vs PL
+33.5%
+297.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.4% | 0.0% |
| 7D | +20.5% | +22.3% | -1.7% | +16.0% |
| 30D | -29.0% | -8.3% | -20.6% | -27.5% |
| 3M | -39.4% | -43.3% | +3.9% | -32.7% |
| 6M | -28.5% | -65.8% | +37.3% | -14.4% |
| YTD | +34.4% | -29.5% | +64.0% | +42.4% |
| 1Y | +48.3% | +11.7% | +36.6% | +45.9% |
| 3Y | +543.5% | +540.6% | +3.0% | +373.0% |
| 5Y | +331.4% | +32.9% | +298.5% | +250.5% |
| All | +331.4% | +33.5% | +297.9% | +250.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling