+96.1%
PSX vs TSEM
+53.4%
+42.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.3% | +1.6% |
| 7D | +6.4% | +20.5% | -14.1% | +6.2% |
| 30D | -10.2% | -29.0% | +18.8% | -10.5% |
| 3M | +17.2% | -39.4% | +56.5% | +16.4% |
| 6M | +51.8% | -28.5% | +80.3% | +50.3% |
| YTD | +108.0% | +34.4% | +73.6% | +101.4% |
| 1Y | +96.1% | +48.3% | +47.8% | +87.7% |
| All | +96.1% | +53.4% | +42.7% | +87.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling