+802.2%
TTMI vs PSA
+13.0%
+789.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +6.0% | -3.6% | +9.7% | +7.5% |
| 30D | -6.4% | -9.4% | +3.0% | -3.1% |
| 3M | -28.9% | -8.2% | -20.7% | -27.5% |
| 6M | +26.9% | -1.8% | +28.7% | +25.3% |
| YTD | +77.3% | +15.7% | +61.6% | +63.4% |
| 1Y | +147.5% | +6.3% | +141.2% | +135.2% |
| 3Y | +847.6% | +21.6% | +826.1% | +712.6% |
| 5Y | +802.2% | +13.5% | +788.8% | +729.8% |
| All | +802.2% | +13.0% | +789.2% | +729.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling