+193.1%
TSEM vs PLTD
-77.5%
+270.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.2% | -9.1% | -6.3% |
| 7D | +7.0% | -4.8% | +11.7% | +5.7% |
| 30D | -29.8% | +16.9% | -46.6% | -25.6% |
| 3M | -41.9% | +2.6% | -44.5% | -40.3% |
| 6M | -45.8% | -36.2% | -9.5% | -49.7% |
| YTD | +25.1% | -19.4% | +44.5% | +28.1% |
| 1Y | +48.2% | -22.5% | +70.8% | +50.7% |
| All | +193.1% | -77.5% | +270.7% | +119.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTD.
Daily Out/Under-Performance
Portfolio return minus PLTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTD 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 10y: compounded portfolio wealth divided by compounded PLTD 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…
10y analysis · Full analysis span regression · 6 months rolling