+779.0%
PSA vs TMF
-68.9%
+847.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | -3.7% | -1.4% | -2.2% | -3.7% |
| 30D | -7.7% | -2.8% | -4.9% | -7.8% |
| 3M | -0.6% | -10.9% | +10.3% | -0.8% |
| 6M | -0.9% | -21.3% | +20.4% | -1.5% |
| YTD | +18.7% | -15.9% | +34.5% | +18.2% |
| 1Y | +7.6% | -15.7% | +23.4% | +7.3% |
| 3Y | +23.7% | -43.4% | +67.0% | +21.5% |
| 5Y | +13.7% | -87.8% | +101.4% | +0.7% |
| 10Y | +98.9% | -86.7% | +185.6% | +81.5% |
| All | +779.0% | -68.9% | +847.9% | +917.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling