-2.2%
TT vs PSA
+27.0%
-29.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.7% | +0.2% |
| 7D | +0.8% | +0.8% | 0.0% | +0.6% |
| 30D | -11.8% | +15.9% | -27.7% | -15.1% |
| 3M | -11.6% | +4.2% | -15.8% | -12.0% |
| 6M | -9.3% | +10.1% | -19.4% | -12.0% |
| YTD | +8.9% | +33.3% | -24.5% | +1.2% |
| 1Y | -2.2% | +28.2% | -30.5% | -8.8% |
| All | -2.2% | +27.0% | -29.2% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling