+253.1%
TSEM vs PSKY
-26.0%
+279.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.6% | +9.5% | +7.8% |
| 7D | +6.9% | -0.2% | +7.1% | +6.9% |
| 30D | +5.3% | +24.0% | -18.7% | +5.6% |
| 3M | -14.9% | +2.2% | -17.1% | -14.8% |
| 6M | +80.0% | -9.0% | +89.0% | +80.2% |
| YTD | +89.4% | -18.1% | +107.5% | +91.6% |
| 1Y | +253.1% | -25.1% | +278.2% | +266.1% |
| All | +253.1% | -26.0% | +279.1% | +266.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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