+13,171.6%
TSM vs PSA
+3,331.6%
+9,840.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.3% | +4.3% |
| 7D | +4.4% | -2.1% | +6.5% | +5.3% |
| 30D | -7.0% | +16.2% | -23.2% | -12.3% |
| 3M | -1.8% | +4.3% | -6.1% | -3.8% |
| 6M | +2.7% | +9.9% | -7.2% | -2.1% |
| YTD | +37.1% | +33.3% | +3.8% | +21.1% |
| 1Y | +43.5% | +25.8% | +17.6% | +29.4% |
| 3Y | +341.5% | +54.8% | +286.7% | +258.0% |
| 5Y | +278.9% | +27.5% | +251.3% | +225.8% |
| 10Y | +1,641.8% | +134.5% | +1,507.3% | +1,007.9% |
| All | +13,171.6% | +3,331.6% | +9,840.0% | +2,658.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling