+471.3%
TSEM vs PPL
+56.0%
+415.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.6% | +5.4% | +4.8% |
| 7D | -17.5% | +0.4% | -17.9% | -17.5% |
| 30D | -44.7% | +5.4% | -50.1% | -44.5% |
| 3M | -38.9% | +4.3% | -43.1% | -38.7% |
| 6M | -36.7% | -1.3% | -35.3% | -36.6% |
| YTD | +17.0% | +4.7% | +12.3% | +16.2% |
| 1Y | +62.8% | +1.3% | +61.6% | +62.3% |
| 3Y | +471.3% | +57.2% | +414.1% | +426.0% |
| All | +471.3% | +56.0% | +415.3% | +426.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling