+82.4%
PSA vs TW
+211.2%
-128.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.3% | -2.3% |
| 7D | -2.2% | -0.5% | -1.7% | -2.1% |
| 30D | -9.6% | -0.6% | -8.9% | -9.5% |
| 3M | -7.9% | +3.4% | -11.3% | -8.8% |
| 6M | -2.0% | -18.4% | +16.5% | +2.1% |
| YTD | +15.7% | -3.9% | +19.7% | +15.6% |
| 1Y | +5.8% | -13.3% | +19.1% | +8.2% |
| 3Y | +21.6% | +20.8% | +0.7% | +12.5% |
| 5Y | +13.1% | +20.3% | -7.2% | +2.2% |
| All | +82.4% | +211.2% | -128.9% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 all: compounded portfolio wealth divided by compounded TW 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…
all analysis · Full analysis span regression · 6 months rolling