+275.3%
TMUS vs PSA
+611.6%
-336.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.2% |
| 7D | +3.6% | +3.9% | -0.3% | +2.1% |
| 30D | -3.4% | +19.7% | -23.0% | -9.6% |
| 3M | -9.5% | +4.3% | -13.7% | -11.0% |
| 6M | -15.2% | +11.4% | -26.5% | -18.7% |
| YTD | -18.9% | +33.9% | -52.9% | -27.8% |
| 1Y | -17.7% | +28.3% | -46.0% | -25.6% |
| 3Y | +15.6% | +53.5% | -37.8% | -4.2% |
| 5Y | +38.9% | +30.6% | +8.3% | +20.4% |
| 10Y | +245.3% | +145.8% | +99.5% | +126.2% |
| All | +275.3% | +611.6% | -336.3% | +56.6% |
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 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