+1,779.8%
TSM vs PSLV
+190.6%
+1,589.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | +1.0% | -3.5% | +4.5% | +1.8% |
| 30D | +1.0% | -2.1% | +3.1% | +1.4% |
| 3M | +2.9% | -1.6% | +4.5% | +2.9% |
| 6M | +22.8% | -25.5% | +48.3% | +30.3% |
| YTD | +43.3% | -11.4% | +54.7% | +40.6% |
| 1Y | +69.2% | +48.6% | +20.6% | +42.9% |
| 3Y | +404.5% | +166.9% | +237.6% | +259.6% |
| 5Y | +282.2% | +152.4% | +129.8% | +171.8% |
| All | +1,779.8% | +190.6% | +1,589.2% | +1,113.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling