+679.5%
TSEM vs PTC
-8.0%
+687.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.5% | +4.4% | -0.3% |
| 7D | +10.4% | -12.8% | +23.2% | +12.7% |
| 30D | -12.9% | -9.8% | -3.2% | -11.8% |
| 3M | -9.2% | -2.1% | -7.1% | -9.2% |
| 6M | +98.8% | -18.1% | +116.9% | +113.4% |
| YTD | +87.2% | -23.5% | +110.7% | +107.2% |
| 1Y | +239.0% | -37.4% | +276.3% | +318.0% |
| 3Y | +679.5% | -7.2% | +686.7% | +639.1% |
| All | +679.5% | -8.0% | +687.5% | +639.1% |
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 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