+414.0%
TTD vs PSA
+130.2%
+283.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.9% |
| 7D | +20.8% | -2.1% | +22.9% | +21.9% |
| 30D | +27.1% | +15.6% | +11.5% | +19.2% |
| 3M | +14.7% | +4.1% | +10.6% | +12.6% |
| 6M | -26.8% | +9.2% | -36.0% | -29.8% |
| YTD | -59.2% | +32.3% | -91.6% | -64.6% |
| 1Y | -64.7% | +26.2% | -90.8% | -68.7% |
| 3Y | -75.8% | +53.7% | -129.5% | -81.0% |
| 5Y | -84.6% | +26.6% | -111.1% | -86.6% |
| 10Y | +507.9% | +132.8% | +375.0% | +324.5% |
| All | +414.0% | +130.2% | +283.7% | +278.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling