+376.3%
PSX vs TSEM
+1,289.9%
-913.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.1% | -0.2% |
| 7D | +1.5% | +0.9% | +0.6% | +1.3% |
| 30D | +15.8% | -16.6% | +32.5% | +18.9% |
| 3M | +43.0% | -10.9% | +53.9% | +42.2% |
| 6M | +61.1% | +78.0% | -16.9% | +35.3% |
| YTD | +104.5% | +77.2% | +27.3% | +69.7% |
| 1Y | +102.5% | +207.6% | -105.0% | +46.5% |
| 3Y | +133.5% | +637.8% | -504.4% | +31.5% |
| 5Y | +367.0% | +617.0% | -250.0% | +151.5% |
| All | +376.3% | +1,289.9% | -913.6% | +108.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 10y: compounded portfolio wealth divided by compounded TSEM 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…
10y analysis · Full analysis span regression · 6 months rolling