+172.6%
TTMI vs PSLV
+57.1%
+115.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.2% | +10.0% | +9.2% |
| 7D | +5.9% | -0.6% | +6.5% | +6.0% |
| 30D | -4.3% | +7.3% | -11.6% | -6.5% |
| 3M | -32.0% | -7.4% | -24.6% | -31.1% |
| 6M | +19.5% | -20.3% | +39.7% | +23.9% |
| YTD | +82.0% | -8.2% | +90.3% | +70.4% |
| 1Y | +172.6% | +57.9% | +114.7% | +95.2% |
| All | +172.6% | +57.1% | +115.5% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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