-63.4%
TTD vs PSA
+26.5%
-89.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +21.3% | -1.4% | +22.7% | +21.5% |
| 30D | +28.7% | +15.2% | +13.6% | +26.6% |
| 3M | +7.7% | +2.2% | +5.5% | +6.3% |
| 6M | -23.5% | +11.7% | -35.1% | -23.4% |
| YTD | -58.7% | +32.0% | -90.7% | -58.3% |
| 1Y | -63.4% | +26.3% | -89.7% | -63.6% |
| All | -63.4% | +26.5% | -89.9% | -63.6% |
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