+865.7%
TSEM vs PR
+66.7%
+799.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -1.1% | +11.9% | +11.0% |
| 7D | -2.0% | -12.4% | +10.4% | -0.8% |
| 30D | -33.4% | -6.6% | -26.9% | -33.0% |
| 3M | -39.7% | +7.5% | -47.2% | -40.1% |
| 6M | -27.8% | +10.8% | -38.6% | -28.6% |
| YTD | +29.7% | +57.0% | -27.3% | +24.6% |
| 1Y | +81.1% | +67.9% | +13.2% | +72.9% |
| 3Y | +529.3% | +87.6% | +441.7% | +493.8% |
| 5Y | +315.0% | +220.4% | +94.6% | +268.7% |
| 10Y | +865.7% | +64.8% | +800.9% | +888.2% |
| All | +865.7% | +66.7% | +799.0% | +888.2% |
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