+27.5%
PSA vs TSN
-14.6%
+42.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | -2.1% | -0.3% | -1.8% | -2.0% |
| 30D | +16.2% | +11.8% | +4.5% | +12.9% |
| 3M | +4.3% | +7.1% | -2.8% | +2.3% |
| 6M | +9.9% | -9.2% | +19.0% | +12.3% |
| YTD | +33.3% | +4.8% | +28.5% | +30.3% |
| 1Y | +25.8% | +11.6% | +14.2% | +20.6% |
| 3Y | +54.8% | +41.5% | +13.2% | +37.5% |
| 5Y | +27.5% | -15.5% | +43.1% | +30.6% |
| All | +27.5% | -14.6% | +42.1% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling