+310.9%
TSEM vs PL
+36.0%
+274.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.9% |
| 7D | -9.5% | +5.6% | -15.1% | -10.3% |
| 30D | -35.5% | -16.9% | -18.5% | -33.0% |
| 3M | -41.6% | -38.2% | -3.3% | -36.1% |
| 6M | -30.1% | -63.4% | +33.4% | -17.1% |
| YTD | +25.7% | -27.6% | +53.3% | +32.5% |
| 1Y | +50.5% | +6.6% | +43.9% | +48.7% |
| 3Y | +501.7% | +557.6% | -55.9% | +339.9% |
| 5Y | +310.9% | +39.5% | +271.4% | +231.5% |
| All | +310.9% | +36.0% | +274.9% | +231.5% |
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