+41.0%
TMUS vs PSA
+30.3%
+10.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.1% |
| 7D | +3.6% | +3.9% | -0.3% | +2.5% |
| 30D | -3.4% | +19.7% | -23.0% | -8.1% |
| 3M | -9.5% | +4.3% | -13.7% | -10.5% |
| 6M | -15.2% | +11.4% | -26.5% | -17.7% |
| YTD | -18.9% | +33.9% | -52.9% | -25.4% |
| 1Y | -17.7% | +28.3% | -46.0% | -23.4% |
| 3Y | +15.6% | +53.5% | -37.8% | -0.2% |
| All | +41.0% | +30.3% | +10.7% | +25.6% |
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