+873.0%
TTMI vs PSA
+21.5%
+851.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.3% | -1.6% | -3.3% |
| 7D | +7.5% | -2.2% | +9.7% | +8.2% |
| 30D | -4.5% | -9.6% | +5.1% | -1.8% |
| 3M | -28.5% | -7.9% | -20.6% | -27.6% |
| 6M | +28.4% | -2.0% | +30.4% | +25.8% |
| YTD | +80.1% | +15.7% | +64.3% | +66.3% |
| 1Y | +161.0% | +5.8% | +155.3% | +147.8% |
| All | +873.0% | +21.5% | +851.5% | +643.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling