+11.3%
TSEM vs PSA
+7,116.9%
-7,105.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.2% | +9.1% | +8.1% |
| 7D | +6.9% | -3.7% | +10.6% | +7.8% |
| 30D | +5.3% | -7.7% | +13.0% | +7.2% |
| 3M | -14.9% | -0.6% | -14.3% | -15.4% |
| 6M | +80.0% | -0.9% | +80.9% | +78.9% |
| YTD | +89.4% | +18.7% | +70.7% | +79.6% |
| 1Y | +253.1% | +7.6% | +245.4% | +242.1% |
| 3Y | +642.1% | +23.7% | +618.5% | +586.9% |
| 5Y | +659.1% | +13.7% | +645.4% | +606.4% |
| 10Y | +1,291.4% | +98.9% | +1,192.5% | +992.2% |
| All | +11.3% | +7,116.9% | -7,105.6% | -63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling