+131.2%
TLT vs PSA
+1,849.2%
-1,718.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.1% |
| 7D | -0.4% | -3.7% | +3.2% | -0.6% |
| 30D | -0.6% | -7.7% | +7.2% | -0.9% |
| 3M | -2.7% | -0.6% | -2.1% | -2.7% |
| 6M | -5.6% | -0.9% | -4.7% | -5.6% |
| YTD | -2.8% | +18.7% | -21.4% | -1.9% |
| 1Y | -1.4% | +7.6% | -9.1% | -1.0% |
| 3Y | -1.6% | +23.7% | -25.2% | -0.2% |
| 5Y | -33.8% | +13.7% | -47.5% | -33.0% |
| 10Y | -21.1% | +98.9% | -120.0% | -15.4% |
| All | +131.2% | +1,849.2% | -1,718.0% | +222.5% |
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