+220.4%
TSEM vs PNC
+25.1%
+195.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.1% | +1.4% |
| 7D | -4.9% | -0.6% | -4.3% | -4.6% |
| 30D | -18.7% | -4.4% | -14.4% | -17.3% |
| 3M | -18.1% | +5.2% | -23.4% | -20.2% |
| 6M | +77.1% | +20.6% | +56.5% | +58.3% |
| YTD | +80.1% | +19.8% | +60.4% | +60.3% |
| 1Y | +220.4% | +24.4% | +196.0% | +157.6% |
| All | +220.4% | +25.1% | +195.3% | +157.6% |
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