+80.5%
TSEM vs PSLV
+7.9%
+72.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +6.0% | -14.7% | -10.4% |
| 7D | -23.1% | -2.6% | -20.5% | -22.5% |
| 30D | -40.4% | -14.2% | -26.2% | -37.7% |
| 3M | -37.9% | -12.2% | -25.6% | -35.2% |
| 6M | -30.8% | -28.1% | -2.7% | -24.9% |
| YTD | +26.7% | -28.2% | +54.9% | +16.5% |
| 1Y | +80.5% | +9.1% | +71.3% | -13.1% |
| All | +80.5% | +7.9% | +72.6% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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