-38.0%
TSEM vs PR
+4.5%
-42.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -4.9% | -7.1% | -11.3% |
| 7D | -30.3% | -16.5% | -13.8% | -30.5% |
| 30D | -49.3% | -4.5% | -44.8% | -46.7% |
| 3M | -38.0% | +8.5% | -46.5% | -33.6% |
| All | -38.0% | +4.5% | -42.5% | -33.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling