+358.2%
PSX vs TSEM
+873.2%
-515.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.3% | +1.7% |
| 7D | +6.4% | +20.5% | -14.1% | +3.2% |
| 30D | -10.2% | -29.0% | +18.8% | -6.0% |
| 3M | +17.2% | -39.4% | +56.5% | +24.9% |
| 6M | +51.8% | -28.5% | +80.3% | +51.8% |
| YTD | +108.0% | +34.4% | +73.6% | +77.8% |
| 1Y | +96.1% | +48.3% | +47.8% | +63.3% |
| 3Y | +155.9% | +543.5% | -387.7% | +43.3% |
| 5Y | +306.9% | +331.4% | -24.5% | +143.9% |
| All | +358.2% | +873.2% | -515.1% | +103.0% |
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