+621.7%
TSEM vs PNR
-21.7%
+643.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +1.9% | +1.8% |
| 7D | -4.9% | -6.0% | +1.2% | -2.7% |
| 30D | -18.7% | -14.0% | -4.8% | -14.4% |
| 3M | -18.1% | -21.7% | +3.6% | -11.7% |
| 6M | +77.1% | -37.3% | +114.4% | +109.0% |
| YTD | +80.1% | -45.1% | +125.3% | +123.1% |
| 1Y | +220.4% | -49.1% | +269.5% | +310.3% |
| 3Y | +650.1% | -14.8% | +664.9% | +701.9% |
| All | +621.7% | -21.7% | +643.4% | +820.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling