+849.8%
TSEM vs PTC
+315.4%
+534.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.2% |
| 7D | -9.5% | +1.3% | -10.8% | -9.8% |
| 30D | -35.5% | +1.1% | -36.5% | -35.7% |
| 3M | -41.6% | +30.1% | -71.7% | -47.6% |
| 6M | -30.1% | +34.0% | -64.1% | -39.2% |
| YTD | +25.7% | +12.8% | +12.9% | +16.1% |
| 1Y | +50.5% | +10.7% | +39.7% | +40.3% |
| 3Y | +501.7% | +29.6% | +472.1% | +417.6% |
| 5Y | +310.9% | +63.5% | +247.4% | +210.2% |
| 10Y | +849.8% | +316.7% | +533.1% | +345.8% |
| All | +849.8% | +315.4% | +534.4% | +345.8% |
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