+379.4%
TTD vs PSA
+106.5%
+272.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.2% | -3.8% |
| 7D | +6.3% | -3.7% | +10.0% | +8.1% |
| 30D | -23.9% | -7.7% | -16.2% | -21.2% |
| 3M | -31.4% | -0.6% | -30.8% | -31.2% |
| 6M | -42.7% | -0.9% | -41.8% | -42.9% |
| YTD | -62.0% | +18.7% | -80.6% | -65.3% |
| 1Y | -72.2% | +7.6% | -79.8% | -73.5% |
| 3Y | -81.9% | +23.7% | -105.6% | -84.3% |
| 5Y | -81.5% | +13.7% | -95.2% | -83.2% |
| All | +379.4% | +106.5% | +272.9% | +270.8% |
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 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