+80.5%
TSEM vs PTC
+0.1%
+80.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.6% | -9.3% | -8.7% |
| 7D | -23.1% | +0.1% | -23.2% | -23.1% |
| 30D | -40.4% | +1.5% | -41.9% | -40.3% |
| 3M | -37.9% | +37.8% | -75.6% | -34.5% |
| 6M | -30.8% | +41.2% | -72.1% | -22.2% |
| YTD | +26.7% | +12.0% | +14.7% | +56.4% |
| 1Y | +80.5% | +1.6% | +78.8% | +141.5% |
| All | +80.5% | +0.1% | +80.4% | +141.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 1y: compounded portfolio wealth divided by compounded PTC 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…
1y analysis · Full analysis span regression · 6 months rolling