+20,427.4%
TXN vs PSA
+14,166.4%
+6,261.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +2.2% | -0.4% | +2.6% | +2.3% |
| 30D | -9.5% | -8.2% | -1.3% | -7.1% |
| 3M | -10.5% | -2.1% | -8.4% | -10.4% |
| 6M | +35.4% | -0.2% | +35.6% | +34.8% |
| YTD | +51.8% | +18.5% | +33.3% | +42.8% |
| 1Y | +42.9% | +6.6% | +36.4% | +39.0% |
| 3Y | +71.3% | +24.5% | +46.9% | +57.5% |
| 5Y | +58.0% | +13.6% | +44.4% | +48.0% |
| 10Y | +393.3% | +102.0% | +291.3% | +276.9% |
| All | +20,427.4% | +14,166.4% | +6,261.0% | +7,164.2% |
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