+6,048.7%
TSM vs PSLV
+115.4%
+5,933.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.5% |
| 7D | +6.0% | +2.7% | +3.4% | +5.5% |
| 30D | +4.5% | +3.5% | +1.1% | +3.8% |
| 3M | +3.1% | +0.3% | +2.8% | +2.8% |
| 6M | +30.2% | -21.0% | +51.2% | +34.7% |
| YTD | +45.2% | -8.9% | +54.1% | +43.7% |
| 1Y | +79.6% | +54.0% | +25.6% | +61.5% |
| 3Y | +411.0% | +175.4% | +235.5% | +315.3% |
| 5Y | +290.7% | +157.7% | +133.1% | +217.9% |
| 10Y | +1,753.6% | +184.9% | +1,568.7% | +1,360.7% |
| All | +6,048.7% | +115.4% | +5,933.3% | +4,959.6% |
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