+34.9%
PSA vs TLN
+630.2%
-595.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.1% | -8.0% | -0.9% |
| 7D | +3.9% | -1.3% | +5.2% | +3.9% |
| 30D | +19.7% | -10.5% | +30.2% | +19.8% |
| 3M | +4.3% | +0.1% | +4.2% | +4.1% |
| 6M | +11.4% | -17.4% | +28.8% | +11.5% |
| YTD | +33.9% | -9.7% | +43.6% | +33.6% |
| 1Y | +28.3% | -12.3% | +40.5% | +28.0% |
| 3Y | +53.5% | +528.3% | -474.8% | +49.2% |
| All | +34.9% | +630.2% | -595.3% | +28.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling