+56.4%
TXN vs PSA
+13.0%
+43.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +2.0% | -3.6% | +5.6% | +3.5% |
| 30D | -8.0% | -9.4% | +1.4% | -4.3% |
| 3M | -7.8% | -8.2% | +0.4% | -5.1% |
| 6M | +32.4% | -1.8% | +34.3% | +32.1% |
| YTD | +51.7% | +15.7% | +35.9% | +40.5% |
| 1Y | +44.3% | +6.3% | +38.0% | +38.4% |
| 3Y | +71.3% | +21.6% | +49.7% | +52.0% |
| 5Y | +56.4% | +13.5% | +43.0% | +49.0% |
| All | +56.4% | +13.0% | +43.4% | +49.0% |
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