+527.9%
TTD vs PSA
+133.3%
+394.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.7% |
| 7D | +20.8% | -2.1% | +22.8% | +21.9% |
| 30D | +33.8% | +16.2% | +17.6% | +25.3% |
| 3M | +17.8% | +4.3% | +13.5% | +15.6% |
| 6M | -25.7% | +9.9% | -35.6% | -29.0% |
| YTD | -57.9% | +33.3% | -91.2% | -63.5% |
| 1Y | -63.8% | +25.8% | -89.7% | -67.8% |
| 3Y | -75.0% | +54.8% | -129.8% | -80.4% |
| 5Y | -82.5% | +27.5% | -110.1% | -84.9% |
| 10Y | +527.9% | +134.5% | +393.4% | +361.9% |
| All | +527.9% | +133.3% | +394.6% | +361.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling