+15.1%
PSA vs TMF
-87.5%
+102.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -3.7% | -1.4% | -2.2% | -3.5% |
| 30D | -7.7% | -2.8% | -4.9% | -7.4% |
| 3M | -0.6% | -10.9% | +10.3% | +0.9% |
| 6M | -0.9% | -21.3% | +20.4% | +2.2% |
| YTD | +18.7% | -15.9% | +34.5% | +21.2% |
| 1Y | +7.6% | -15.7% | +23.4% | +9.8% |
| 3Y | +23.7% | -43.4% | +67.0% | +29.2% |
| All | +15.1% | -87.5% | +102.6% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling