+16.6%
PSA vs TLN
+589.3%
-572.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -2.3% |
| 7D | -2.2% | +5.8% | -8.1% | -2.3% |
| 30D | -9.6% | -6.9% | -2.7% | -9.5% |
| 3M | -7.9% | -10.9% | +3.0% | -7.9% |
| 6M | -2.0% | -4.6% | +2.6% | -2.1% |
| YTD | +15.7% | -14.7% | +30.5% | +15.7% |
| 1Y | +5.8% | -17.9% | +23.7% | +5.7% |
| 3Y | +21.6% | +483.9% | -462.3% | +18.9% |
| All | +16.6% | +589.3% | -572.7% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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