+129.9%
PSA vs TAP
-46.0%
+175.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.5% | -1.0% |
| 7D | -1.4% | +1.3% | -2.7% | -1.8% |
| 30D | +15.2% | +5.7% | +9.5% | +13.6% |
| 3M | +2.2% | -1.9% | +4.1% | +2.4% |
| 6M | +11.7% | +0.9% | +10.7% | +11.1% |
| YTD | +32.0% | -9.5% | +41.5% | +34.2% |
| 1Y | +26.3% | -9.0% | +35.2% | +28.2% |
| 3Y | +52.4% | -22.2% | +74.6% | +59.0% |
| 5Y | +26.3% | +1.2% | +25.0% | +23.3% |
| All | +129.9% | -46.0% | +175.9% | +121.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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