+1,067.4%
TTMI vs PSLV
+108.9%
+958.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.3% | +3.8% | -0.4% |
| 7D | +6.0% | -4.9% | +10.9% | +7.0% |
| 30D | -6.4% | -1.9% | -4.5% | -6.2% |
| 3M | -28.9% | +4.2% | -33.1% | -29.7% |
| 6M | +26.9% | -27.6% | +54.5% | +34.3% |
| YTD | +77.3% | -11.7% | +89.0% | +77.0% |
| 1Y | +147.5% | +49.3% | +98.2% | +123.4% |
| 3Y | +847.6% | +167.1% | +680.5% | +664.9% |
| 5Y | +802.2% | +151.7% | +650.5% | +628.0% |
| 10Y | +1,076.3% | +187.0% | +889.4% | +802.6% |
| All | +1,067.4% | +108.9% | +958.5% | +735.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling