+299.0%
TSEM vs PPL
+47.4%
+251.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.3% | -8.3% | -7.0% |
| 7D | +7.0% | -0.4% | +7.3% | +7.0% |
| 30D | -29.8% | +2.6% | -32.4% | -29.9% |
| 3M | -41.9% | +0.8% | -42.7% | -42.0% |
| 6M | -45.8% | +1.4% | -47.2% | -45.9% |
| YTD | +25.1% | +4.3% | +20.8% | +23.9% |
| 1Y | +48.2% | +0.8% | +47.5% | +47.4% |
| 3Y | +476.5% | +57.9% | +418.6% | +428.6% |
| All | +299.0% | +47.4% | +251.7% | +267.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling