+328.9%
TSEM vs PSA
+26.5%
+302.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.6% |
| 7D | +20.5% | -2.1% | +22.6% | +20.7% |
| 30D | -29.0% | +15.6% | -44.5% | -30.0% |
| 3M | -39.4% | +4.1% | -43.4% | -39.6% |
| 6M | -28.5% | +9.2% | -37.7% | -29.7% |
| YTD | +34.4% | +32.3% | +2.1% | +27.5% |
| 1Y | +48.3% | +26.2% | +22.2% | +41.8% |
| 3Y | +543.5% | +53.7% | +489.9% | +482.4% |
| All | +328.9% | +26.5% | +302.3% | +272.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling