+419.8%
TXN vs PSA
+102.6%
+317.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.6% | +3.2% | +3.6% |
| 7D | +4.0% | -1.8% | +5.8% | +4.7% |
| 30D | -2.9% | -8.4% | +5.5% | +0.3% |
| 3M | -9.1% | -7.8% | -1.3% | -6.8% |
| 6M | +36.6% | +0.8% | +35.8% | +35.2% |
| YTD | +57.5% | +16.5% | +41.0% | +46.9% |
| 1Y | +49.5% | +4.7% | +44.8% | +45.2% |
| 3Y | +76.5% | +21.1% | +55.5% | +60.1% |
| 5Y | +62.4% | +14.2% | +48.2% | +49.1% |
| All | +419.8% | +102.6% | +317.2% | +278.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling