-26.1%
TSEM vs PTC
+811.5%
-837.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.2% |
| 7D | -9.5% | +1.3% | -10.8% | -9.8% |
| 30D | -35.5% | +1.1% | -36.5% | -35.6% |
| 3M | -41.6% | +30.1% | -71.7% | -46.1% |
| 6M | -30.1% | +34.0% | -64.1% | -37.0% |
| YTD | +25.7% | +12.8% | +12.9% | +17.4% |
| 1Y | +50.5% | +10.7% | +39.7% | +41.2% |
| 3Y | +501.7% | +29.6% | +472.1% | +441.5% |
| 5Y | +310.9% | +63.5% | +247.4% | +242.9% |
| 10Y | +849.8% | +316.7% | +533.1% | +520.2% |
| All | -26.1% | +811.5% | -837.6% | -80.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling