+11.3%
TSEM vs PPL
+1,664.8%
-1,653.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | 0.0% | +7.8% | +7.8% |
| 7D | +6.9% | +2.7% | +4.2% | +6.3% |
| 30D | +5.3% | +0.5% | +4.8% | +5.2% |
| 3M | -14.9% | +0.7% | -15.6% | -15.2% |
| 6M | +80.0% | -7.6% | +87.6% | +82.4% |
| YTD | +89.4% | +1.8% | +87.5% | +87.6% |
| 1Y | +253.1% | -0.8% | +253.8% | +251.4% |
| 3Y | +642.1% | +56.9% | +585.3% | +559.9% |
| 5Y | +659.1% | +39.5% | +619.6% | +587.8% |
| 10Y | +1,291.4% | +55.4% | +1,236.0% | +1,102.6% |
| All | +11.3% | +1,664.8% | -1,653.5% | -31.0% |
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 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