+8,131.0%
TMO vs PSA
+13,835.3%
-5,704.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.8% | +1.1% |
| 7D | -0.5% | -2.2% | +1.8% | +0.2% |
| 30D | +1.0% | -9.6% | +10.6% | +3.9% |
| 3M | +22.7% | -7.9% | +30.6% | +25.5% |
| 6M | +19.0% | -2.0% | +21.0% | +19.4% |
| YTD | +4.7% | +15.7% | -11.0% | +0.1% |
| 1Y | +26.0% | +5.8% | +20.2% | +23.4% |
| 3Y | +18.0% | +21.6% | -3.6% | +10.4% |
| 5Y | +8.0% | +13.1% | -5.1% | +2.6% |
| 10Y | +333.8% | +101.3% | +232.5% | +245.3% |
| All | +8,131.0% | +13,835.3% | -5,704.2% | +3,142.1% |
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