+13,634.3%
TSM vs PSA
+2,955.6%
+10,678.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +3.3% |
| 7D | +2.7% | -3.7% | +6.4% | +4.1% |
| 30D | +3.6% | -7.7% | +11.3% | +6.7% |
| 3M | -3.4% | -0.6% | -2.8% | -3.9% |
| 6M | +20.6% | -0.9% | +21.5% | +20.0% |
| YTD | +41.9% | +18.7% | +23.2% | +31.5% |
| 1Y | +84.4% | +7.6% | +76.7% | +76.7% |
| 3Y | +380.2% | +23.7% | +356.6% | +325.6% |
| 5Y | +275.3% | +13.7% | +261.7% | +237.5% |
| 10Y | +1,751.4% | +98.9% | +1,652.5% | +1,159.1% |
| All | +13,634.3% | +2,955.6% | +10,678.7% | +2,893.3% |
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