-80.6%
TTD vs PSA
+15.2%
-95.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | +1.7% | -0.4% | +2.2% | +2.0% |
| 30D | +1.6% | -8.2% | +9.8% | +6.2% |
| 3M | -27.8% | -2.1% | -25.7% | -27.0% |
| 6M | -52.1% | -0.2% | -51.9% | -52.4% |
| YTD | -63.1% | +18.5% | -81.6% | -67.0% |
| 1Y | -73.1% | +6.6% | -79.6% | -74.5% |
| 3Y | -83.3% | +24.5% | -107.7% | -86.4% |
| 5Y | -80.6% | +13.6% | -94.2% | -83.8% |
| All | -80.6% | +15.2% | -95.8% | -83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling