-21.2%
TMUS vs PSA
+28.0%
-49.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.8% | +0.3% | +2.4% |
| 7D | +7.5% | +10.5% | -3.1% | +5.0% |
| 30D | -3.3% | +21.7% | -25.0% | -7.5% |
| 3M | -9.7% | +6.1% | -15.7% | -10.6% |
| 6M | -17.2% | +18.3% | -35.5% | -19.1% |
| YTD | -20.3% | +36.1% | -56.4% | -23.5% |
| 1Y | -21.2% | +29.3% | -50.5% | -23.1% |
| All | -21.2% | +28.0% | -49.3% | -23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling