+207.6%
TSEM vs PSA
+6.0%
+201.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -3.9% |
| 7D | +0.9% | -3.6% | +4.6% | -0.4% |
| 30D | -16.6% | -9.4% | -7.3% | -19.5% |
| 3M | -10.9% | -8.2% | -2.7% | -13.3% |
| 6M | +78.0% | -1.8% | +79.9% | +67.6% |
| YTD | +77.2% | +15.7% | +61.5% | +79.0% |
| 1Y | +207.6% | +6.3% | +201.3% | +199.0% |
| All | +207.6% | +6.0% | +201.6% | +199.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling