+127.9%
TT vs PSA
+30.3%
+97.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.7% |
| 7D | -2.0% | +3.9% | -5.9% | -3.4% |
| 30D | -14.0% | +19.7% | -33.7% | -19.7% |
| 3M | -15.9% | +4.3% | -20.1% | -17.3% |
| 6M | -17.3% | +11.4% | -28.7% | -21.1% |
| YTD | +4.0% | +33.9% | -30.0% | -7.8% |
| 1Y | -7.1% | +28.3% | -35.4% | -16.3% |
| 3Y | +90.2% | +53.5% | +36.8% | +52.1% |
| All | +127.9% | +30.3% | +97.6% | +100.6% |
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