+11.3%
TSEM vs PTC
+554.0%
-542.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -6.0% | +13.9% | +9.3% |
| 7D | +6.9% | -10.3% | +17.2% | +9.5% |
| 30D | +5.3% | +1.1% | +4.2% | +4.6% |
| 3M | -14.9% | +1.6% | -16.5% | -16.8% |
| 6M | +80.0% | -13.5% | +93.5% | +82.1% |
| YTD | +89.4% | -19.1% | +108.4% | +94.1% |
| 1Y | +253.1% | -33.9% | +287.0% | +280.9% |
| 3Y | +642.1% | -3.9% | +646.0% | +626.9% |
| 5Y | +659.1% | +6.0% | +653.1% | +611.9% |
| 10Y | +1,291.4% | +223.7% | +1,067.6% | +878.4% |
| All | +11.3% | +554.0% | -542.7% | -68.3% |
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