-31.2%
TSEM vs PPL
+1,714.4%
-1,745.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.6% | +5.4% | +5.0% |
| 7D | -17.5% | +0.4% | -17.9% | -17.6% |
| 30D | -44.7% | +5.4% | -50.1% | -45.4% |
| 3M | -38.9% | +4.3% | -43.1% | -39.5% |
| 6M | -36.7% | -1.3% | -35.3% | -36.8% |
| YTD | +17.0% | +4.7% | +12.3% | +15.0% |
| 1Y | +62.8% | +1.3% | +61.6% | +61.2% |
| 3Y | +471.3% | +57.2% | +414.1% | +407.3% |
| 5Y | +290.3% | +48.2% | +242.0% | +248.2% |
| 10Y | +790.1% | +62.7% | +727.3% | +660.7% |
| All | -31.2% | +1,714.4% | -1,745.7% | -57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling