+887.4%
TSEM vs PR
+72.8%
+814.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +2.8% | +4.9% | +7.4% |
| 7D | +6.8% | -0.5% | +7.3% | +6.9% |
| 30D | -26.6% | -4.6% | -22.0% | -26.3% |
| 3M | -36.3% | +4.7% | -41.0% | -36.7% |
| 6M | -30.6% | +12.4% | -43.0% | -31.4% |
| YTD | +35.3% | +62.9% | -27.6% | +29.6% |
| 1Y | +59.2% | +70.6% | -11.4% | +51.8% |
| 3Y | +547.7% | +90.0% | +457.6% | +510.2% |
| 5Y | +337.5% | +255.5% | +82.0% | +285.8% |
| 10Y | +887.4% | +78.7% | +808.6% | +925.8% |
| All | +887.4% | +72.8% | +814.6% | +925.8% |
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