+865.7%
TSEM vs PPL
+62.1%
+803.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.3% | +11.2% | +11.0% |
| 7D | -2.0% | -1.2% | -0.7% | -1.7% |
| 30D | -33.4% | +4.2% | -37.6% | -34.3% |
| 3M | -39.7% | +1.5% | -41.2% | -40.1% |
| 6M | -27.8% | +1.0% | -28.9% | -28.5% |
| YTD | +29.7% | +4.4% | +25.3% | +26.9% |
| 1Y | +81.1% | +0.8% | +80.4% | +79.0% |
| 3Y | +529.3% | +56.5% | +472.8% | +435.1% |
| 5Y | +315.0% | +47.7% | +267.3% | +254.6% |
| 10Y | +865.7% | +64.4% | +801.3% | +675.6% |
| All | +865.7% | +62.1% | +803.6% | +675.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling