+52.7%
PSA vs TMF
-31.3%
+84.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | +0.4% |
| 7D | -2.1% | -8.2% | +6.1% | 0.0% |
| 30D | +15.6% | +5.3% | +10.2% | +14.1% |
| 3M | +4.1% | -8.5% | +12.5% | +6.2% |
| 6M | +9.2% | -17.2% | +26.4% | +13.9% |
| YTD | +32.3% | -23.4% | +55.7% | +40.4% |
| 1Y | +26.2% | -30.2% | +56.4% | +36.8% |
| All | +52.7% | -31.3% | +84.0% | +63.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling