+124.3%
TDG vs PSA
+13.7%
+110.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.5% | +1.0% |
| 7D | -1.9% | -1.8% | 0.0% | -1.2% |
| 30D | -7.7% | -8.4% | +0.7% | -4.9% |
| 3M | -9.3% | -7.8% | -1.5% | -6.9% |
| 6M | -9.4% | +0.8% | -10.2% | -9.8% |
| YTD | -14.3% | +16.5% | -30.7% | -19.0% |
| 1Y | -11.8% | +4.7% | -16.5% | -13.7% |
| 3Y | +52.0% | +21.1% | +30.9% | +37.0% |
| All | +124.3% | +13.7% | +110.6% | +111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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