+852.7%
TSEM vs PPL
+65.0%
+787.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.5% |
| 7D | +20.5% | -2.2% | +22.7% | +21.1% |
| 30D | -29.0% | +1.7% | -30.6% | -29.5% |
| 3M | -39.4% | +0.1% | -39.5% | -39.6% |
| 6M | -28.5% | -1.5% | -27.0% | -28.7% |
| YTD | +34.4% | +3.0% | +31.5% | +32.0% |
| 1Y | +48.3% | -1.4% | +49.8% | +47.3% |
| 3Y | +543.5% | +53.5% | +490.1% | +450.0% |
| 5Y | +331.4% | +46.4% | +285.0% | +269.1% |
| All | +852.7% | +65.0% | +787.7% | +666.6% |
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