+1,326.7%
TSEM vs PTC
+196.2%
+1,130.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -0.3% |
| 7D | +4.7% | -13.6% | +18.3% | +9.8% |
| 30D | -14.2% | -14.7% | +0.4% | -10.1% |
| 3M | -5.0% | -5.9% | +0.9% | -5.6% |
| 6M | +87.6% | -21.1% | +108.7% | +98.5% |
| YTD | +84.4% | -26.0% | +110.5% | +99.3% |
| 1Y | +235.4% | -36.8% | +272.2% | +287.9% |
| 3Y | +668.0% | -10.3% | +678.2% | +655.3% |
| 5Y | +644.7% | +1.2% | +643.6% | +573.8% |
| 10Y | +1,326.7% | +198.3% | +1,128.4% | +668.5% |
| All | +1,326.7% | +196.2% | +1,130.5% | +668.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling