+7.6%
PSA vs TNA
+70.0%
-62.4%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | -3.7% | -0.1% | -3.6% | -3.7% |
| 30D | -7.7% | -4.9% | -2.8% | -7.1% |
| 3M | -0.6% | +0.4% | -1.0% | -1.2% |
| 6M | -0.9% | +32.5% | -33.4% | -7.2% |
| YTD | +18.7% | +53.7% | -35.1% | +8.8% |
| 1Y | +7.6% | +65.1% | -57.5% | -4.4% |
| All | +7.6% | +70.0% | -62.4% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 1y: compounded portfolio wealth divided by compounded TNA 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…
1y analysis · Full analysis span regression · 6 months rolling