+829.0%
TTMI vs PSLV
+154.2%
+674.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.1% | +3.3% |
| 7D | +0.7% | -3.5% | +4.1% | +1.6% |
| 30D | -8.4% | -2.1% | -6.3% | -8.1% |
| 3M | -32.5% | -1.6% | -30.8% | -32.5% |
| 6M | +32.5% | -25.5% | +58.0% | +41.4% |
| YTD | +83.2% | -11.4% | +94.7% | +78.8% |
| 1Y | +161.7% | +48.6% | +113.1% | +117.6% |
| 3Y | +890.1% | +166.9% | +723.3% | +579.2% |
| All | +829.0% | +154.2% | +674.8% | +496.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling