+961.6%
TSEM vs PSLV
+120.6%
+841.0%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -1.9% |
| 7D | +4.7% | +3.3% | +1.4% | +4.0% |
| 30D | -14.2% | +2.1% | -16.4% | -14.6% |
| 3M | -5.0% | +7.1% | -12.2% | -6.4% |
| 6M | +87.6% | -21.6% | +109.1% | +94.5% |
| YTD | +84.4% | -6.7% | +91.2% | +80.9% |
| 1Y | +235.4% | +59.3% | +176.1% | +198.0% |
| 3Y | +668.0% | +182.1% | +485.9% | +517.8% |
| 5Y | +644.7% | +162.6% | +482.1% | +500.2% |
| 10Y | +1,326.7% | +203.0% | +1,123.7% | +1,000.2% |
| All | +961.6% | +120.6% | +841.0% | +703.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling