+705.2%
TSEM vs PODD
+736.9%
-31.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | -0.5% |
| 7D | +10.4% | -4.1% | +14.5% | +11.2% |
| 30D | -12.9% | +0.8% | -13.7% | -13.3% |
| 3M | -9.2% | -6.1% | -3.1% | -9.3% |
| 6M | +98.8% | -40.0% | +138.7% | +113.1% |
| YTD | +87.2% | -49.9% | +137.2% | +107.0% |
| 1Y | +239.0% | -59.3% | +298.3% | +288.3% |
| 3Y | +679.5% | -17.2% | +696.7% | +674.3% |
| 5Y | +667.3% | -53.0% | +720.3% | +715.6% |
| 10Y | +1,301.0% | +226.1% | +1,074.9% | +936.8% |
| All | +705.2% | +736.9% | -31.7% | +452.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded PODD 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling