+769.2%
TSEM vs PR
+66.0%
+703.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.9% | +2.9% | +4.7% |
| 7D | -17.5% | -16.4% | -1.1% | -16.2% |
| 30D | -44.7% | -1.9% | -42.8% | -44.6% |
| 3M | -38.9% | +8.0% | -46.8% | -39.3% |
| 6M | -36.7% | +4.1% | -40.8% | -37.0% |
| YTD | +17.0% | +58.7% | -41.7% | +12.2% |
| 1Y | +62.8% | +75.8% | -13.0% | +54.9% |
| 3Y | +471.3% | +73.2% | +398.1% | +441.8% |
| 5Y | +290.3% | +230.1% | +60.1% | +246.1% |
| All | +769.2% | +66.0% | +703.2% | +782.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling