+365.8%
TTD vs PSLV
+186.8%
+179.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.7% |
| 7D | +1.7% | +2.7% | -0.9% | +1.3% |
| 30D | +1.6% | +3.5% | -1.9% | +0.9% |
| 3M | -27.8% | +0.3% | -28.1% | -28.3% |
| 6M | -52.1% | -21.0% | -31.1% | -50.7% |
| YTD | -63.1% | -8.9% | -54.1% | -64.6% |
| 1Y | -73.1% | +54.0% | -127.0% | -77.9% |
| 3Y | -83.3% | +175.4% | -258.7% | -88.7% |
| 5Y | -80.6% | +157.7% | -238.3% | -86.9% |
| All | +365.8% | +186.8% | +179.0% | +194.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling