+341.3%
TSEM vs PLTU
+140.2%
+201.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | +4.7% | -0.8% | +5.5% | +4.4% |
| 30D | -14.2% | -8.8% | -5.4% | -13.9% |
| 3M | -5.0% | +41.7% | -46.7% | -12.5% |
| 6M | +87.6% | -9.3% | +96.9% | +80.8% |
| YTD | +84.4% | -35.2% | +119.7% | +85.2% |
| 1Y | +235.4% | -29.5% | +264.9% | +227.7% |
| All | +341.3% | +140.2% | +201.1% | +219.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTU.
Daily Out/Under-Performance
Portfolio return minus PLTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTU 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 PLTU 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