+14,023.4%
PSA vs TYL
+12,593.6%
+1,429.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.8% | -0.9% |
| 7D | -3.7% | -3.7% | 0.0% | -3.3% |
| 30D | -7.7% | +18.7% | -26.5% | -9.2% |
| 3M | -0.6% | +18.1% | -18.7% | -2.2% |
| 6M | -0.9% | -1.1% | +0.2% | -1.2% |
| YTD | +18.7% | -19.8% | +38.5% | +20.2% |
| 1Y | +7.6% | -34.3% | +42.0% | +11.0% |
| 3Y | +23.7% | -8.2% | +31.9% | +23.4% |
| 5Y | +13.7% | -25.4% | +39.1% | +14.7% |
| 10Y | +98.9% | +115.6% | -16.7% | +82.6% |
| All | +14,023.4% | +12,593.6% | +1,429.8% | +9,644.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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