+668.0%
TSEM vs PSA
+21.5%
+646.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.4% |
| 7D | +4.7% | -2.2% | +7.0% | +4.8% |
| 30D | -14.2% | -9.6% | -4.7% | -13.8% |
| 3M | -5.0% | -7.9% | +2.9% | -5.0% |
| 6M | +87.6% | -2.0% | +89.6% | +84.4% |
| YTD | +84.4% | +15.7% | +68.7% | +76.2% |
| 1Y | +235.4% | +5.8% | +229.6% | +225.4% |
| All | +668.0% | +21.5% | +646.5% | +566.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling