+1,672.6%
TSM vs PSA
+133.1%
+1,539.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.8% |
| 7D | +14.8% | -2.1% | +16.9% | +15.3% |
| 30D | -8.9% | +15.6% | -24.5% | -11.6% |
| 3M | -5.3% | +4.1% | -9.3% | -6.2% |
| 6M | +2.6% | +9.2% | -6.6% | +0.1% |
| YTD | +34.5% | +32.3% | +2.2% | +25.5% |
| 1Y | +41.0% | +26.2% | +14.8% | +32.9% |
| 3Y | +333.1% | +53.7% | +279.4% | +281.7% |
| 5Y | +270.1% | +26.6% | +243.5% | +239.8% |
| All | +1,672.6% | +133.1% | +1,539.5% | +1,304.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling