+12,759.1%
TDG vs PSA
+637.0%
+12,122.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -0.8% |
| 7D | -2.4% | -2.2% | -0.2% | -1.5% |
| 30D | -8.0% | -9.6% | +1.6% | -4.2% |
| 3M | -10.5% | -7.9% | -2.6% | -7.6% |
| 6M | -11.9% | -2.0% | -9.9% | -11.4% |
| YTD | -15.4% | +15.7% | -31.1% | -20.7% |
| 1Y | -14.2% | +5.8% | -20.0% | -16.8% |
| 3Y | +51.0% | +21.6% | +29.5% | +35.3% |
| 5Y | +126.5% | +13.1% | +113.3% | +106.2% |
| 10Y | +535.6% | +101.3% | +434.3% | +346.2% |
| All | +12,759.1% | +637.0% | +12,122.1% | +4,762.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling