+15.6%
TFC vs PSA
+15.2%
+0.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | +2.2% | -0.4% | +2.7% | +2.4% |
| 30D | -2.5% | -8.2% | +5.7% | +0.8% |
| 3M | +4.5% | -2.1% | +6.7% | +5.3% |
| 6M | +11.0% | -0.2% | +11.2% | +10.7% |
| YTD | +5.9% | +18.5% | -12.6% | -1.5% |
| 1Y | +14.6% | +6.6% | +8.0% | +10.9% |
| 3Y | +96.7% | +24.5% | +72.3% | +75.0% |
| 5Y | +15.6% | +13.6% | +2.0% | +4.9% |
| All | +15.6% | +15.2% | +0.3% | +4.9% |
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 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