+24.5%
PSA vs TSN
+13.0%
+11.5%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.5% |
| 7D | -0.4% | -5.0% | +4.6% | +0.7% |
| 30D | -8.2% | -9.1% | +0.9% | -6.1% |
| 3M | -2.1% | -7.4% | +5.3% | -0.6% |
| 6M | -0.2% | -13.4% | +13.2% | +2.6% |
| YTD | +18.5% | -8.5% | +27.0% | +19.5% |
| 1Y | +6.6% | -3.2% | +9.8% | +5.4% |
| 3Y | +24.5% | +11.5% | +13.0% | +10.3% |
| All | +24.5% | +13.0% | +11.5% | +10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling