+253.1%
TSEM vs PTC
-33.3%
+286.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -6.0% | +13.9% | +5.8% |
| 7D | +6.9% | -10.3% | +17.2% | +3.4% |
| 30D | +5.3% | +1.1% | +4.2% | +5.8% |
| 3M | -14.9% | +1.6% | -16.5% | -9.4% |
| 6M | +80.0% | -13.5% | +93.5% | +99.6% |
| YTD | +89.4% | -19.1% | +108.4% | +120.8% |
| 1Y | +253.1% | -33.9% | +287.0% | +352.1% |
| All | +253.1% | -33.3% | +286.3% | +352.1% |
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