+10.7%
TTMI vs PSA
+28.0%
-17.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +2.8% | -12.9% | -9.2% |
| 7D | -19.2% | +10.5% | -29.7% | -16.9% |
| 30D | -44.9% | +21.7% | -66.6% | -43.1% |
| 3M | -44.7% | +6.1% | -50.8% | -42.3% |
| 6M | -53.4% | +18.3% | -71.7% | -55.2% |
| YTD | +6.3% | +36.1% | -29.7% | +0.1% |
| 1Y | +10.7% | +29.3% | -18.6% | +4.0% |
| All | +10.7% | +28.0% | -17.3% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling