+14,178.8%
TT vs PSA
+16,026.4%
-1,847.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.7% |
| 7D | -2.0% | +3.9% | -5.9% | -3.5% |
| 30D | -14.0% | +19.7% | -33.7% | -20.2% |
| 3M | -15.9% | +4.3% | -20.1% | -17.6% |
| 6M | -17.3% | +11.4% | -28.7% | -21.4% |
| YTD | +4.0% | +33.9% | -30.0% | -8.3% |
| 1Y | -7.1% | +28.3% | -35.4% | -16.7% |
| 3Y | +90.2% | +53.5% | +36.8% | +55.4% |
| 5Y | +131.1% | +30.6% | +100.5% | +99.6% |
| 10Y | +777.7% | +145.8% | +632.0% | +473.3% |
| All | +14,178.8% | +16,026.4% | -1,847.6% | +3,729.6% |
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 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