+2,624.8%
TFC vs PSA
+15,953.3%
-13,328.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | +0.2% |
| 7D | +1.7% | +0.8% | +1.0% | +1.4% |
| 30D | +9.0% | +15.9% | -6.9% | +1.3% |
| 3M | -2.1% | +4.2% | -6.3% | -4.2% |
| 6M | +3.4% | +10.1% | -6.8% | -1.8% |
| YTD | +5.3% | +33.3% | -28.1% | -9.4% |
| 1Y | +16.2% | +28.2% | -12.1% | +1.8% |
| 3Y | +94.8% | +54.9% | +39.9% | +52.5% |
| 5Y | -0.7% | +28.3% | -29.0% | -16.5% |
| 10Y | +80.9% | +134.1% | -53.2% | +7.5% |
| All | +2,624.8% | +15,953.3% | -13,328.5% | +494.5% |
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