+396.5%
TTMI vs PSA
+132.6%
+263.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.8% |
| 7D | +11.4% | -1.4% | +12.8% | +11.9% |
| 30D | -28.3% | +15.2% | -43.5% | -32.0% |
| 3M | -46.7% | +2.2% | -48.9% | -47.4% |
| 6M | -56.1% | +11.7% | -67.8% | -58.6% |
| YTD | +7.4% | +32.0% | -24.7% | -4.5% |
| 1Y | +17.4% | +26.3% | -8.9% | +6.0% |
| 3Y | +429.1% | +52.4% | +376.8% | +335.5% |
| 5Y | +418.8% | +26.3% | +392.5% | +354.4% |
| All | +396.5% | +132.6% | +263.9% | +245.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling