+39.1%
TMUS vs PSA
+27.0%
+12.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.2% | -3.2% |
| 7D | +0.1% | -3.7% | +3.8% | +0.9% |
| 30D | +5.3% | -7.7% | +13.0% | +7.2% |
| 3M | +3.1% | -0.6% | +3.7% | +3.5% |
| 6M | -16.5% | -0.9% | -15.5% | -16.0% |
| YTD | -9.2% | +18.7% | -27.8% | -12.2% |
| 1Y | -26.5% | +7.6% | -34.1% | -27.4% |
| All | +39.1% | +27.0% | +12.1% | +37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling