+87.6%
TSEM vs PSLV
-19.6%
+107.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -2.6% |
| 7D | +4.7% | +3.3% | +1.4% | +3.1% |
| 30D | -14.2% | +2.1% | -16.4% | -15.1% |
| 3M | -5.0% | +7.1% | -12.2% | -8.0% |
| 6M | +87.6% | -21.6% | +109.1% | +104.5% |
| All | +87.6% | -19.6% | +107.1% | +104.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling