+14,847.0%
TT vs PSA
+16,059.4%
-1,212.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.2% | +4.5% | +4.6% |
| 7D | +1.7% | +1.5% | +0.3% | +1.1% |
| 30D | -11.8% | +16.7% | -28.5% | -17.3% |
| 3M | -12.6% | +4.0% | -16.6% | -14.3% |
| 6M | -9.4% | +10.9% | -20.2% | -13.6% |
| YTD | +8.8% | +34.2% | -25.4% | -4.1% |
| 1Y | -2.5% | +26.6% | -29.2% | -12.2% |
| 3Y | +95.7% | +54.7% | +40.9% | +59.4% |
| 5Y | +135.7% | +30.0% | +105.7% | +103.9% |
| 10Y | +750.6% | +132.7% | +618.0% | +467.6% |
| All | +14,847.0% | +16,059.4% | -1,212.4% | +3,905.7% |
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