+129.9%
PSA vs TSN
+14.5%
+115.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -1.4% | -1.4% | 0.0% | -1.1% |
| 30D | +15.2% | +8.5% | +6.7% | +13.1% |
| 3M | +2.2% | +5.3% | -3.1% | +0.9% |
| 6M | +11.7% | -10.5% | +22.2% | +14.1% |
| YTD | +32.0% | +3.0% | +29.1% | +30.2% |
| 1Y | +26.3% | +12.1% | +14.1% | +22.0% |
| 3Y | +52.4% | +43.1% | +9.3% | +38.7% |
| 5Y | +26.3% | -15.1% | +41.4% | +27.4% |
| All | +129.9% | +14.5% | +115.4% | +114.1% |
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