+10.6%
TMO vs PSA
+13.7%
-3.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.8% |
| 7D | -0.6% | -1.8% | +1.2% | +0.1% |
| 30D | +1.1% | -8.4% | +9.5% | +5.0% |
| 3M | +28.3% | -7.8% | +36.2% | +32.8% |
| 6M | +23.3% | +0.8% | +22.5% | +22.3% |
| YTD | +5.5% | +16.5% | -11.0% | -2.4% |
| 1Y | +24.5% | +4.7% | +19.8% | +20.9% |
| 3Y | +19.6% | +21.1% | -1.5% | +6.3% |
| All | +10.6% | +13.7% | -3.1% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling