+43.0%
TMUS vs PSA
+15.2%
+27.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -0.3% | -0.4% | +0.2% | -0.1% |
| 30D | +3.1% | -8.2% | +11.3% | +5.5% |
| 3M | +2.4% | -2.1% | +4.6% | +3.1% |
| 6M | -17.1% | -0.2% | -16.9% | -17.0% |
| YTD | -9.1% | +18.5% | -27.6% | -13.3% |
| 1Y | -23.6% | +6.6% | -30.2% | -25.1% |
| 3Y | +38.8% | +24.5% | +14.4% | +28.4% |
| 5Y | +43.0% | +13.6% | +29.4% | +38.9% |
| All | +43.0% | +15.2% | +27.7% | +38.9% |
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