-30.6%
TSEM vs PTC
+35.4%
-66.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.2% | +7.8% | +7.6% |
| 7D | +6.8% | +0.5% | +6.3% | +6.8% |
| 30D | -26.6% | +0.9% | -27.5% | -26.5% |
| 3M | -36.3% | +30.4% | -66.7% | -33.8% |
| 6M | -30.6% | +34.4% | -65.0% | -23.2% |
| All | -30.6% | +35.4% | -66.0% | -23.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling