+75.7%
TFC vs PSA
+132.6%
-56.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | +2.3% | -1.4% | +3.7% | +2.9% |
| 30D | +10.8% | +15.2% | -4.4% | +4.3% |
| 3M | -3.8% | +2.2% | -6.0% | -4.8% |
| 6M | +9.6% | +11.7% | -2.1% | +4.3% |
| YTD | +5.8% | +32.0% | -26.2% | -6.6% |
| 1Y | +16.2% | +26.3% | -10.1% | +4.5% |
| 3Y | +96.0% | +52.4% | +43.6% | +59.4% |
| 5Y | +1.7% | +26.3% | -24.6% | -12.2% |
| All | +75.7% | +132.6% | -56.9% | +15.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling