+15,843.1%
PSA vs TYL
+14,564.8%
+1,278.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.7% |
| 7D | +3.9% | +6.7% | -2.8% | +3.3% |
| 30D | +19.7% | +26.5% | -6.9% | +17.1% |
| 3M | +4.3% | +37.3% | -33.0% | +1.2% |
| 6M | +11.4% | +31.2% | -19.8% | +8.3% |
| YTD | +33.9% | -7.4% | +41.3% | +33.9% |
| 1Y | +28.3% | -9.6% | +37.8% | +28.5% |
| 3Y | +53.5% | +1.9% | +51.6% | +51.6% |
| 5Y | +30.6% | -21.1% | +51.7% | +31.0% |
| 10Y | +145.8% | +171.8% | -26.0% | +121.1% |
| All | +15,843.1% | +14,564.8% | +1,278.3% | +10,750.3% |
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