+337.5%
TSEM vs PPL
+47.2%
+290.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.0% | +8.6% | +7.7% |
| 7D | +6.8% | -1.0% | +7.7% | +6.8% |
| 30D | -26.6% | +3.0% | -29.6% | -26.8% |
| 3M | -36.3% | +1.1% | -37.5% | -36.4% |
| 6M | -30.6% | -0.8% | -29.8% | -30.7% |
| YTD | +35.3% | +3.5% | +31.8% | +34.0% |
| 1Y | +59.2% | -0.9% | +60.1% | +58.6% |
| 3Y | +547.7% | +54.2% | +493.4% | +495.4% |
| 5Y | +337.5% | +46.3% | +291.2% | +302.5% |
| All | +337.5% | +47.2% | +290.4% | +302.5% |
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