+286.0%
PSX vs TSEM
+304.9%
-18.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.7% |
| 7D | -7.8% | -9.5% | +1.7% | -7.3% |
| 30D | -9.9% | -35.5% | +25.6% | -7.8% |
| 3M | +16.9% | -41.6% | +58.5% | +20.0% |
| 6M | +48.0% | -30.1% | +78.0% | +47.5% |
| YTD | +98.3% | +25.7% | +72.6% | +84.0% |
| 1Y | +86.2% | +50.5% | +35.7% | +68.7% |
| 3Y | +144.0% | +501.7% | -357.7% | +88.0% |
| All | +286.0% | +304.9% | -18.9% | +211.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling