+663.0%
TSEM vs PTC
+6.0%
+657.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -6.0% | +13.9% | +9.1% |
| 7D | +6.9% | -10.3% | +17.2% | +9.2% |
| 30D | +5.3% | +1.1% | +4.2% | +4.5% |
| 3M | -14.9% | +1.6% | -16.5% | -16.0% |
| 6M | +80.0% | -13.5% | +93.5% | +86.8% |
| YTD | +89.4% | -19.1% | +108.4% | +100.6% |
| 1Y | +253.1% | -33.9% | +287.0% | +304.2% |
| 3Y | +642.1% | -3.9% | +646.0% | +634.9% |
| All | +663.0% | +6.0% | +657.0% | +646.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling