+1,112.1%
PSX vs TSEM
+1,707.6%
-595.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.8% | -7.7% | -1.0% |
| 7D | +4.5% | +6.9% | -2.3% | +3.4% |
| 30D | +26.6% | +5.3% | +21.3% | +25.0% |
| 3M | +39.3% | -14.9% | +54.2% | +39.7% |
| 6M | +56.8% | +80.0% | -23.2% | +35.7% |
| YTD | +101.8% | +89.4% | +12.5% | +71.7% |
| 1Y | +99.6% | +253.1% | -153.5% | +50.3% |
| 3Y | +140.3% | +642.1% | -501.8% | +53.7% |
| 5Y | +339.3% | +659.1% | -319.8% | +171.8% |
| 10Y | +369.9% | +1,291.4% | -921.5% | +153.3% |
| All | +1,112.1% | +1,707.6% | -595.5% | +526.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling