+320.5%
TMUS vs PSA
+530.4%
-209.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.2% | -3.0% |
| 7D | +0.1% | -3.7% | +3.8% | +1.5% |
| 30D | +5.3% | -7.7% | +13.0% | +8.4% |
| 3M | +3.1% | -0.6% | +3.7% | +3.4% |
| 6M | -16.5% | -0.9% | -15.5% | -16.5% |
| YTD | -9.2% | +18.7% | -27.8% | -15.3% |
| 1Y | -26.5% | +7.6% | -34.1% | -29.0% |
| 3Y | +39.0% | +23.7% | +15.4% | +25.0% |
| 5Y | +40.4% | +13.7% | +26.7% | +28.0% |
| 10Y | +303.7% | +98.9% | +204.9% | +186.5% |
| All | +320.5% | +530.4% | -209.9% | +83.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling