+1,259.9%
TSEM vs PSA
+101.3%
+1,158.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -3.9% |
| 7D | +0.9% | -3.6% | +4.6% | +1.5% |
| 30D | -16.6% | -9.4% | -7.3% | -15.3% |
| 3M | -10.9% | -8.2% | -2.7% | -10.0% |
| 6M | +78.0% | -1.8% | +79.9% | +76.9% |
| YTD | +77.2% | +15.7% | +61.5% | +69.9% |
| 1Y | +207.6% | +6.3% | +201.3% | +199.5% |
| 3Y | +637.8% | +21.6% | +616.3% | +588.6% |
| 5Y | +617.0% | +13.5% | +603.5% | +569.4% |
| All | +1,259.9% | +101.3% | +1,158.7% | +994.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 10y: compounded portfolio wealth divided by compounded PSA 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…
10y analysis · Full analysis span regression · 6 months rolling