+769.2%
TSEM vs PPL
+62.0%
+707.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.6% | +5.4% | +5.0% |
| 7D | -17.5% | +0.4% | -17.9% | -17.7% |
| 30D | -44.7% | +5.4% | -50.1% | -45.6% |
| 3M | -38.9% | +4.3% | -43.1% | -39.7% |
| 6M | -36.7% | -1.3% | -35.3% | -36.8% |
| YTD | +17.0% | +4.7% | +12.3% | +14.4% |
| 1Y | +62.8% | +1.3% | +61.6% | +60.7% |
| 3Y | +471.3% | +57.2% | +414.1% | +385.3% |
| 5Y | +290.3% | +48.2% | +242.0% | +233.3% |
| All | +769.2% | +62.0% | +707.2% | +600.6% |
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