+135.3%
PSX vs TSEM
+663.1%
-527.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.7% |
| 7D | +1.8% | +4.7% | -2.9% | +1.5% |
| 30D | +21.6% | -14.2% | +35.9% | +22.7% |
| 3M | +46.5% | -5.0% | +51.5% | +45.1% |
| 6M | +62.0% | +87.6% | -25.6% | +45.1% |
| YTD | +106.3% | +84.4% | +21.9% | +83.2% |
| 1Y | +103.0% | +235.4% | -132.4% | +60.8% |
| All | +135.3% | +663.1% | -527.8% | +56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling