+786.5%
TSEM vs PTC
+312.5%
+474.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.1% | -6.8% | -6.9% |
| 7D | +7.0% | +0.5% | +6.5% | +6.8% |
| 30D | -29.8% | +1.2% | -31.0% | -30.0% |
| 3M | -41.9% | +27.4% | -69.3% | -47.5% |
| 6M | -45.8% | +39.2% | -84.9% | -53.5% |
| YTD | +25.1% | +12.5% | +12.6% | +15.7% |
| 1Y | +48.2% | +12.3% | +36.0% | +37.3% |
| 3Y | +476.5% | +28.8% | +447.7% | +397.0% |
| 5Y | +301.4% | +60.9% | +240.6% | +205.2% |
| All | +786.5% | +312.5% | +474.0% | +318.6% |
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