+80.5%
TSEM vs PNC
+32.8%
+47.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.8% | -10.5% | -9.3% |
| 7D | -23.1% | +2.3% | -25.4% | -23.7% |
| 30D | -40.4% | +7.0% | -47.3% | -41.8% |
| 3M | -37.9% | -7.3% | -30.6% | -35.4% |
| 6M | -30.8% | +8.9% | -39.7% | -34.9% |
| YTD | +26.7% | +15.5% | +11.2% | +9.2% |
| 1Y | +80.5% | +31.8% | +48.7% | +34.8% |
| All | +80.5% | +32.8% | +47.7% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 1y: compounded portfolio wealth divided by compounded PNC 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…
1y analysis · Full analysis span regression · 6 months rolling