+644.7%
TSEM vs PSKY
-71.8%
+716.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.4% | +3.9% | -1.1% |
| 7D | +4.7% | -6.8% | +11.6% | +5.2% |
| 30D | -14.2% | +10.2% | -24.5% | -14.8% |
| 3M | -5.0% | +0.3% | -5.3% | -5.2% |
| 6M | +87.6% | -7.8% | +95.3% | +88.0% |
| YTD | +84.4% | -23.0% | +107.4% | +87.0% |
| 1Y | +235.4% | -31.6% | +267.1% | +241.3% |
| 3Y | +668.0% | -21.3% | +689.3% | +651.6% |
| 5Y | +644.7% | -71.5% | +716.2% | +756.8% |
| All | +644.7% | -71.8% | +716.6% | +756.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling