+245.7%
TSM vs PSA
+30.6%
+215.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.5% |
| 7D | -2.5% | +1.5% | -4.0% | -2.8% |
| 30D | -14.3% | +16.7% | -30.9% | -17.0% |
| 3M | -7.2% | +4.0% | -11.3% | -8.0% |
| 6M | -5.1% | +10.9% | -16.0% | -7.8% |
| YTD | +28.9% | +34.2% | -5.3% | +19.0% |
| 1Y | +37.1% | +26.6% | +10.4% | +28.3% |
| 3Y | +341.5% | +54.7% | +286.7% | +273.9% |
| 5Y | +245.7% | +30.0% | +215.7% | +200.9% |
| All | +245.7% | +30.6% | +215.1% | +200.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling