+253.1%
TSEM vs PNR
-43.1%
+296.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.3% | +7.5% | +7.8% |
| 7D | +6.9% | -2.4% | +9.3% | +7.2% |
| 30D | +5.3% | -12.8% | +18.1% | +7.2% |
| 3M | -14.9% | -17.0% | +2.1% | -12.3% |
| 6M | +80.0% | -37.4% | +117.4% | +105.9% |
| YTD | +89.4% | -41.6% | +131.0% | +120.4% |
| 1Y | +253.1% | -44.6% | +297.7% | +330.1% |
| All | +253.1% | -43.1% | +296.2% | +330.1% |
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