+621.7%
TSEM vs PSLV
+154.2%
+467.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | -4.9% | -3.5% | -1.4% | -4.1% |
| 30D | -18.7% | -2.1% | -16.6% | -18.4% |
| 3M | -18.1% | -1.6% | -16.5% | -18.0% |
| 6M | +77.1% | -25.5% | +102.6% | +85.8% |
| YTD | +80.1% | -11.4% | +91.6% | +74.7% |
| 1Y | +220.4% | +48.6% | +171.8% | +173.6% |
| 3Y | +650.1% | +166.9% | +483.2% | +483.3% |
| All | +621.7% | +154.2% | +467.4% | +452.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling