+87.6%
TSEM vs PL
-30.7%
+118.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -0.3% |
| 7D | +4.7% | -13.9% | +18.6% | +10.3% |
| 30D | -14.2% | -25.5% | +11.2% | -4.7% |
| 3M | -5.0% | -44.8% | +39.7% | +14.3% |
| 6M | +87.6% | -33.3% | +120.9% | +117.9% |
| All | +87.6% | -30.7% | +118.2% | +117.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling