-80.4%
TTD vs PSLV
+153.5%
-233.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.3% | +6.0% | +1.4% |
| 7D | -7.4% | -4.9% | -2.5% | -6.8% |
| 30D | +3.0% | -1.9% | +4.9% | +3.1% |
| 3M | -27.6% | +4.2% | -31.8% | -28.4% |
| 6M | -49.5% | -27.6% | -21.9% | -47.4% |
| YTD | -63.2% | -11.7% | -51.5% | -65.0% |
| 1Y | -69.7% | +49.3% | -119.0% | -76.0% |
| 3Y | -83.3% | +167.1% | -250.5% | -89.8% |
| All | -80.4% | +153.5% | -233.9% | -88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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