+893.7%
TT vs PSA
+100.1%
+793.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +1.6% | -0.4% | +2.0% | +1.7% |
| 30D | -7.3% | -8.2% | +0.9% | -4.1% |
| 3M | -2.6% | -2.1% | -0.4% | -2.1% |
| 6M | +5.9% | -0.2% | +6.1% | +5.4% |
| YTD | +15.4% | +18.5% | -3.1% | +7.0% |
| 1Y | +8.2% | +6.6% | +1.7% | +4.4% |
| 3Y | +122.7% | +24.5% | +98.2% | +96.5% |
| 5Y | +145.0% | +13.6% | +131.4% | +122.3% |
| 10Y | +893.7% | +102.0% | +791.8% | +595.9% |
| All | +893.7% | +100.1% | +793.7% | +595.9% |
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