+36.0%
TSM vs PSA
+28.0%
+8.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -5.0% | -1.9% |
| 7D | -10.0% | +10.5% | -20.5% | -8.9% |
| 30D | -18.5% | +21.7% | -40.2% | -17.2% |
| 3M | -4.9% | +6.1% | -10.9% | -3.6% |
| 6M | -1.0% | +18.3% | -19.3% | -2.1% |
| YTD | +31.3% | +36.1% | -4.8% | +30.3% |
| 1Y | +36.0% | +29.3% | +6.7% | +33.3% |
| All | +36.0% | +28.0% | +8.0% | +33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling