+234.7%
TMUS vs PSA
+140.2%
+94.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.2% | +3.9% | +4.1% |
| 7D | +5.3% | +1.5% | +3.9% | +4.9% |
| 30D | +13.5% | +16.7% | -3.1% | +8.2% |
| 3M | -4.2% | +4.0% | -8.3% | -5.5% |
| 6M | -11.9% | +10.9% | -22.7% | -14.8% |
| YTD | -15.6% | +34.2% | -49.8% | -23.5% |
| 1Y | -16.8% | +26.6% | -43.4% | -23.2% |
| 3Y | +20.8% | +54.7% | -33.9% | +2.3% |
| 5Y | +48.0% | +30.0% | +18.0% | +31.6% |
| 10Y | +234.7% | +132.7% | +102.1% | +134.4% |
| All | +234.7% | +140.2% | +94.5% | +134.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling