+80.5%
TSEM vs PNR
-31.2%
+111.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +3.3% | -12.0% | -9.0% |
| 7D | -23.1% | +11.9% | -35.0% | -24.1% |
| 30D | -40.4% | +37.1% | -77.5% | -42.9% |
| 3M | -37.9% | +5.7% | -43.6% | -38.4% |
| 6M | -30.8% | -5.7% | -25.1% | -28.9% |
| YTD | +26.7% | -29.8% | +56.5% | +44.4% |
| 1Y | +80.5% | -31.8% | +112.3% | +118.2% |
| All | +80.5% | -31.2% | +111.6% | +118.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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