+2,700.2%
TFC vs PSA
+14,185.8%
-11,485.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.7% |
| 7D | +2.4% | -3.7% | +6.1% | +4.3% |
| 30D | -1.3% | -7.7% | +6.4% | +2.7% |
| 3M | +6.1% | -0.6% | +6.7% | +6.1% |
| 6M | +7.3% | -0.9% | +8.3% | +7.3% |
| YTD | +8.2% | +18.7% | -10.5% | -1.3% |
| 1Y | +14.4% | +7.6% | +6.8% | +9.2% |
| 3Y | +93.7% | +23.7% | +70.1% | +69.7% |
| 5Y | +16.4% | +13.7% | +2.7% | +3.6% |
| 10Y | +101.6% | +98.9% | +2.7% | +29.5% |
| All | +2,700.2% | +14,185.8% | -11,485.6% | +547.7% |
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