+411.0%
TSM vs PSA
+24.4%
+386.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | +6.0% | -0.4% | +6.5% | +6.1% |
| 30D | +4.5% | -8.2% | +12.7% | +5.4% |
| 3M | +3.1% | -2.1% | +5.2% | +2.8% |
| 6M | +30.2% | -0.2% | +30.4% | +28.7% |
| YTD | +45.2% | +18.5% | +26.7% | +40.3% |
| 1Y | +79.6% | +6.6% | +73.0% | +75.9% |
| 3Y | +411.0% | +24.5% | +386.5% | +365.0% |
| All | +411.0% | +24.4% | +386.6% | +365.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling