+131.4%
TLT vs PSA
+2,104.8%
-1,973.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | +0.1% |
| 7D | +0.3% | +1.5% | -1.2% | +0.3% |
| 30D | +5.1% | +16.7% | -11.6% | +5.9% |
| 3M | -0.2% | +4.0% | -4.2% | 0.0% |
| 6M | -2.9% | +10.9% | -13.8% | -2.4% |
| YTD | -2.7% | +34.2% | -36.9% | -1.2% |
| 1Y | -4.6% | +26.6% | -31.2% | -3.4% |
| 3Y | +6.1% | +54.7% | -48.6% | +9.0% |
| 5Y | -35.1% | +30.0% | -65.2% | -33.9% |
| 10Y | -12.5% | +132.7% | -145.1% | -5.3% |
| All | +131.4% | +2,104.8% | -1,973.4% | +224.6% |
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