+917.7%
TT vs PSLV
+190.6%
+727.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | -1.2% | -3.5% | +2.3% | -0.8% |
| 30D | -7.3% | -2.1% | -5.2% | -7.1% |
| 3M | -3.6% | -1.6% | -2.0% | -3.7% |
| 6M | +2.8% | -25.5% | +28.3% | +6.0% |
| YTD | +14.5% | -11.4% | +25.9% | +13.6% |
| 1Y | +7.4% | +48.6% | -41.2% | -1.7% |
| 3Y | +116.2% | +166.9% | -50.6% | +79.1% |
| 5Y | +147.4% | +152.4% | -5.1% | +103.3% |
| All | +917.7% | +190.6% | +727.1% | +661.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 10y: compounded portfolio wealth divided by compounded PSLV 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…
10y analysis · Full analysis span regression · 6 months rolling