+10.0%
TSEM vs PNC
+2,759.6%
-2,749.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.8% |
| 7D | +10.4% | +2.3% | +8.1% | +9.8% |
| 30D | -12.9% | -3.8% | -9.1% | -12.0% |
| 3M | -9.2% | +7.8% | -17.0% | -11.2% |
| 6M | +98.8% | +19.7% | +79.1% | +89.0% |
| YTD | +87.2% | +19.1% | +68.1% | +78.2% |
| 1Y | +239.0% | +23.1% | +215.8% | +219.8% |
| 3Y | +679.5% | +132.1% | +547.4% | +523.0% |
| 5Y | +667.3% | +52.2% | +615.0% | +571.0% |
| 10Y | +1,301.0% | +271.4% | +1,029.6% | +866.5% |
| All | +10.0% | +2,759.6% | -2,749.6% | -57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling