+99.2%
PSA vs TSN
-5.9%
+105.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.3% |
| 7D | -3.6% | +1.4% | -5.0% | -3.9% |
| 30D | -9.4% | -6.2% | -3.2% | -8.2% |
| 3M | -8.2% | -5.7% | -2.5% | -7.2% |
| 6M | -1.8% | -11.4% | +9.5% | +0.3% |
| YTD | +15.7% | -8.2% | +23.9% | +17.1% |
| 1Y | +6.3% | -2.0% | +8.3% | +5.8% |
| 3Y | +21.6% | +11.9% | +9.7% | +16.7% |
| 5Y | +13.5% | -17.8% | +31.2% | +15.5% |
| All | +99.2% | -5.9% | +105.1% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling