+299.0%
TSEM vs PR
+273.3%
+25.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.2% | -8.2% | -7.1% |
| 7D | +7.0% | +6.0% | +1.0% | +6.0% |
| 30D | -29.8% | -4.2% | -25.6% | -29.3% |
| 3M | -41.9% | +10.0% | -51.9% | -42.8% |
| 6M | -45.8% | +15.6% | -61.4% | -47.0% |
| YTD | +25.1% | +68.2% | -43.1% | +15.6% |
| 1Y | +48.2% | +79.2% | -31.0% | +35.6% |
| 3Y | +476.5% | +94.9% | +381.6% | +419.0% |
| All | +299.0% | +273.3% | +25.8% | +231.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling