+8.4%
TSEM vs PNR
+1,315.2%
-1,306.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.8% |
| 7D | +4.7% | -3.9% | +8.6% | +6.2% |
| 30D | -14.2% | -13.8% | -0.4% | -9.9% |
| 3M | -5.0% | -22.5% | +17.5% | +2.3% |
| 6M | +87.6% | -37.2% | +124.7% | +116.9% |
| YTD | +84.4% | -44.2% | +128.7% | +121.1% |
| 1Y | +235.4% | -46.6% | +282.1% | +308.5% |
| 3Y | +668.0% | -12.5% | +680.5% | +687.5% |
| 5Y | +644.7% | -19.3% | +664.1% | +668.3% |
| 10Y | +1,326.7% | +67.5% | +1,259.2% | +1,017.6% |
| All | +8.4% | +1,315.2% | -1,306.8% | -47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling