+4,330.1%
PSA vs TD
+7,806.2%
-3,476.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | -0.4% | +0.9% | -1.3% | -0.8% |
| 30D | -8.2% | -0.7% | -7.5% | -8.0% |
| 3M | -2.1% | +6.3% | -8.4% | -4.8% |
| 6M | -0.2% | +27.9% | -28.1% | -9.7% |
| YTD | +18.5% | +29.8% | -11.3% | +6.5% |
| 1Y | +6.6% | +63.7% | -57.1% | -12.8% |
| 3Y | +24.5% | +128.3% | -103.9% | -11.5% |
| 5Y | +13.6% | +125.5% | -111.9% | -19.9% |
| 10Y | +102.0% | +296.7% | -194.7% | +8.8% |
| All | +4,330.1% | +7,806.2% | -3,476.1% | +1,253.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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