+1,366.2%
PSA vs TCOM
+2,658.7%
-1,292.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | 0.0% |
| 7D | -0.4% | -7.6% | +7.2% | +0.7% |
| 30D | -8.2% | -12.2% | +4.1% | -6.5% |
| 3M | -2.1% | -14.2% | +12.1% | -0.3% |
| 6M | -0.2% | -25.0% | +24.8% | +3.6% |
| YTD | +18.5% | -43.7% | +62.2% | +27.5% |
| 1Y | +6.6% | -44.5% | +51.1% | +14.8% |
| 3Y | +24.5% | +13.4% | +11.0% | +17.1% |
| 5Y | +13.6% | +26.5% | -12.9% | -0.8% |
| 10Y | +102.0% | -10.3% | +112.2% | +73.8% |
| All | +1,366.2% | +2,658.7% | -1,292.5% | +526.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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