+1,080.3%
TSEM vs PSKY
-85.2%
+1,165.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -4.8% | -2.0% | -6.9% |
| 7D | -14.5% | -24.6% | +10.1% | -15.1% |
| 30D | +2.3% | -36.1% | +38.5% | +1.1% |
| 3M | +83.8% | -54.8% | +138.6% | +81.9% |
| 6M | +83.8% | -54.8% | +138.6% | +81.9% |
| YTD | +83.8% | -54.8% | +138.6% | +81.9% |
| 1Y | +161.4% | -58.4% | +219.7% | +161.3% |
| 3Y | +792.7% | -40.7% | +833.3% | +698.9% |
| 5Y | +547.4% | -80.0% | +627.4% | +583.1% |
| All | +1,080.3% | -85.2% | +1,165.5% | +1,021.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling