+91.5%
TT vs PSA
+54.3%
+37.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | +4.0% | -1.4% | +5.5% | +4.4% |
| 30D | -11.3% | +15.2% | -26.5% | -14.3% |
| 3M | -12.3% | +2.2% | -14.5% | -12.7% |
| 6M | -10.8% | +11.7% | -22.5% | -13.5% |
| YTD | +8.2% | +32.0% | -23.9% | +0.9% |
| 1Y | +1.5% | +26.3% | -24.8% | -4.5% |
| 3Y | +91.5% | +52.4% | +39.1% | +71.5% |
| All | +91.5% | +54.3% | +37.1% | +71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling