+443.1%
TTMI vs PSA
+3,247.3%
-2,804.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.2% | +10.1% | +9.5% |
| 7D | +5.9% | -3.7% | +9.5% | +7.8% |
| 30D | -4.3% | -7.7% | +3.4% | -0.6% |
| 3M | -32.0% | -0.6% | -31.4% | -33.1% |
| 6M | +19.5% | -0.9% | +20.4% | +18.3% |
| YTD | +82.0% | +18.7% | +63.4% | +64.2% |
| 1Y | +172.6% | +7.6% | +165.0% | +157.0% |
| 3Y | +744.7% | +23.7% | +721.0% | +625.5% |
| 5Y | +805.6% | +13.7% | +791.9% | +696.6% |
| 10Y | +1,057.6% | +98.9% | +958.8% | +603.6% |
| All | +443.1% | +3,247.3% | -2,804.1% | -23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling