+60.5%
TEM vs PSA
+16.1%
+44.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | +0.6% |
| 7D | +0.9% | -3.7% | +4.6% | +3.0% |
| 30D | +38.4% | -7.7% | +46.1% | +44.4% |
| 3M | +23.7% | -0.6% | +24.3% | +22.4% |
| 6M | +26.0% | -0.9% | +26.9% | +24.1% |
| YTD | +9.4% | +18.7% | -9.2% | -4.8% |
| 1Y | -17.3% | +7.6% | -24.9% | -23.3% |
| All | +60.5% | +16.1% | +44.4% | +55.9% |
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