+1,304.5%
TSEM vs PR
+109.1%
+1,195.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.6% | +9.4% | +8.0% |
| 7D | +6.9% | +2.9% | +4.0% | +6.6% |
| 30D | +5.3% | +18.0% | -12.7% | +3.8% |
| 3M | -14.9% | +16.9% | -31.8% | -16.1% |
| 6M | +80.0% | +28.2% | +51.8% | +76.0% |
| YTD | +89.4% | +69.3% | +20.0% | +80.8% |
| 1Y | +253.1% | +69.5% | +183.6% | +236.8% |
| 3Y | +642.1% | +81.7% | +560.4% | +600.5% |
| 5Y | +659.1% | +422.2% | +236.9% | +551.5% |
| All | +1,304.5% | +109.1% | +1,195.5% | +1,280.0% |
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