+341.5%
TSM vs PSA
+52.1%
+289.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.5% |
| 7D | -2.5% | +1.5% | -4.0% | -2.6% |
| 30D | -14.3% | +16.7% | -30.9% | -15.0% |
| 3M | -7.2% | +4.0% | -11.3% | -7.2% |
| 6M | -5.1% | +10.9% | -16.0% | -6.1% |
| YTD | +28.9% | +34.2% | -5.3% | +24.3% |
| 1Y | +37.1% | +26.6% | +10.4% | +33.0% |
| 3Y | +341.5% | +54.7% | +286.7% | +302.5% |
| All | +341.5% | +52.1% | +289.4% | +302.5% |
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