+892.3%
PSA vs TMF
-69.2%
+961.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +3.9% | +1.2% | +2.7% | +3.9% |
| 30D | +19.7% | +19.7% | -0.1% | +20.1% |
| 3M | +4.3% | -2.1% | +6.4% | +4.2% |
| 6M | +11.4% | -13.4% | +24.8% | +11.0% |
| YTD | +33.9% | -16.7% | +50.7% | +33.4% |
| 1Y | +28.3% | -23.3% | +51.6% | +27.5% |
| 3Y | +53.5% | -24.8% | +78.3% | +53.3% |
| 5Y | +30.6% | -88.0% | +118.7% | +15.4% |
| 10Y | +145.8% | -84.7% | +230.5% | +128.4% |
| All | +892.3% | -69.2% | +961.5% | +1,047.6% |
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