+1,158.7%
PSX vs TSEM
+1,094.2%
+64.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.9% | +7.7% | +1.8% |
| 7D | +7.8% | +7.0% | +0.9% | +6.6% |
| 30D | -10.9% | -29.8% | +18.9% | -6.9% |
| 3M | +14.5% | -41.9% | +56.4% | +22.1% |
| 6M | +56.1% | -45.8% | +101.9% | +64.5% |
| YTD | +109.6% | +25.1% | +84.5% | +87.0% |
| 1Y | +95.5% | +48.2% | +47.3% | +68.8% |
| 3Y | +156.2% | +476.5% | -320.3% | +67.1% |
| 5Y | +310.0% | +301.4% | +8.5% | +178.9% |
| 10Y | +368.0% | +812.9% | -444.9% | +164.9% |
| All | +1,158.7% | +1,094.2% | +64.5% | +582.4% |
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