+8.4%
TSEM vs PPG
+1,070.2%
-1,061.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.9% | -0.6% |
| 7D | +4.7% | -3.7% | +8.4% | +6.3% |
| 30D | -14.2% | -7.2% | -7.0% | -11.8% |
| 3M | -5.0% | -7.3% | +2.3% | -2.7% |
| 6M | +87.6% | +0.3% | +87.3% | +85.9% |
| YTD | +84.4% | +6.5% | +77.9% | +77.6% |
| 1Y | +235.4% | +0.5% | +234.9% | +229.2% |
| 3Y | +668.0% | -15.3% | +683.3% | +701.3% |
| 5Y | +644.7% | -22.9% | +667.6% | +683.2% |
| 10Y | +1,326.7% | +28.4% | +1,298.3% | +1,102.3% |
| All | +8.4% | +1,070.2% | -1,061.8% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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