+128.5%
TLT vs PSA
+2,089.1%
-1,960.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -1.0% | -2.1% | +1.0% | -1.1% |
| 30D | +3.7% | +16.2% | -12.5% | +4.4% |
| 3M | -0.8% | +4.3% | -5.1% | -0.6% |
| 6M | -3.6% | +9.9% | -13.4% | -3.1% |
| YTD | -3.9% | +33.3% | -37.2% | -2.5% |
| 1Y | -6.2% | +25.8% | -32.0% | -5.1% |
| 3Y | +4.2% | +54.8% | -50.6% | +7.0% |
| 5Y | -34.7% | +27.5% | -62.2% | -33.5% |
| 10Y | -11.8% | +134.5% | -146.3% | -4.5% |
| All | +128.5% | +2,089.1% | -1,960.6% | +220.4% |
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