+650.1%
TSEM vs PSLV
+165.9%
+484.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | -4.9% | -3.5% | -1.4% | -4.0% |
| 30D | -18.7% | -2.1% | -16.6% | -18.3% |
| 3M | -18.1% | -1.6% | -16.5% | -18.0% |
| 6M | +77.1% | -25.5% | +102.6% | +86.4% |
| YTD | +80.1% | -11.4% | +91.6% | +71.0% |
| 1Y | +220.4% | +48.6% | +171.8% | +156.5% |
| 3Y | +650.1% | +166.9% | +483.2% | +440.9% |
| All | +650.1% | +165.9% | +484.2% | +440.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling