-72.0%
TTD vs PSA
+28.0%
-100.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.8% | +0.1% | +2.5% |
| 7D | +3.7% | +10.5% | -6.9% | +2.3% |
| 30D | +10.4% | +21.7% | -11.3% | +7.9% |
| 3M | -31.6% | +6.1% | -37.7% | -32.8% |
| 6M | -45.1% | +18.3% | -63.4% | -45.2% |
| YTD | -65.1% | +36.1% | -101.2% | -65.2% |
| 1Y | -72.0% | +29.3% | -101.3% | -72.1% |
| All | -72.0% | +28.0% | -100.0% | -72.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling