+471.3%
TSEM vs PTC
+32.2%
+439.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.6% | +4.8% |
| 7D | -17.5% | -0.2% | -17.3% | -17.5% |
| 30D | -44.7% | +0.8% | -45.4% | -44.7% |
| 3M | -38.9% | +32.1% | -71.0% | -41.6% |
| 6M | -36.7% | +42.6% | -79.3% | -40.6% |
| YTD | +17.0% | +12.0% | +5.0% | +22.7% |
| 1Y | +62.8% | +12.2% | +50.7% | +70.9% |
| 3Y | +471.3% | +31.2% | +440.1% | +407.8% |
| All | +471.3% | +32.2% | +439.1% | +407.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling