+651.1%
TSEM vs PL
+84.9%
+566.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.3% | +9.1% | +8.1% |
| 7D | +6.9% | -9.3% | +16.2% | +8.7% |
| 30D | +5.3% | -18.9% | +24.2% | +9.4% |
| 3M | -14.9% | -58.4% | +43.5% | -1.9% |
| 6M | +80.0% | -30.3% | +110.3% | +89.4% |
| YTD | +89.4% | -8.1% | +97.5% | +90.7% |
| 1Y | +253.1% | +180.5% | +72.6% | +196.2% |
| 3Y | +642.1% | +444.1% | +198.0% | +434.9% |
| 5Y | +659.1% | +83.0% | +576.1% | +485.6% |
| All | +651.1% | +84.9% | +566.3% | +478.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling