+94.8%
TFC vs PSA
+52.6%
+42.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | +0.1% |
| 7D | +1.7% | +0.8% | +1.0% | +1.4% |
| 30D | +9.0% | +15.9% | -6.9% | +2.6% |
| 3M | -2.1% | +4.2% | -6.3% | -3.9% |
| 6M | +3.4% | +10.1% | -6.8% | -0.9% |
| YTD | +5.3% | +33.3% | -28.1% | -6.9% |
| 1Y | +16.2% | +28.2% | -12.1% | +4.3% |
| 3Y | +94.8% | +54.9% | +39.9% | +37.8% |
| All | +94.8% | +52.6% | +42.2% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling