+130.4%
PSA vs TMF
-81.8%
+212.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | -0.4% |
| 7D | -2.1% | -8.2% | +6.1% | -1.6% |
| 30D | +15.6% | +5.3% | +10.2% | +15.2% |
| 3M | +4.1% | -8.5% | +12.5% | +4.6% |
| 6M | +9.2% | -17.2% | +26.4% | +10.4% |
| YTD | +32.3% | -23.4% | +55.7% | +34.3% |
| 1Y | +26.2% | -30.2% | +56.4% | +28.7% |
| 3Y | +53.7% | -32.9% | +86.6% | +56.9% |
| 5Y | +26.6% | -88.5% | +115.1% | +25.7% |
| All | +130.4% | -81.8% | +212.2% | +101.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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