+117.0%
TT vs PSLV
+179.9%
-62.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.7% |
| 7D | +1.4% | +3.3% | -1.9% | +1.1% |
| 30D | -6.7% | +2.1% | -8.8% | -6.9% |
| 3M | -5.4% | +7.1% | -12.6% | -6.3% |
| 6M | +4.4% | -21.6% | +26.0% | +6.1% |
| YTD | +14.9% | -6.7% | +21.7% | +14.2% |
| 1Y | +9.3% | +59.3% | -50.0% | +2.1% |
| All | +117.0% | +179.9% | -62.9% | +93.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling