-75.1%
PSKY vs TCOM
-9.8%
-65.3%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.9% |
| 7D | -2.4% | -4.9% | +2.5% | -1.2% |
| 30D | +11.6% | -14.4% | +26.0% | +15.6% |
| 3M | +1.5% | -17.7% | +19.2% | +5.8% |
| 6M | +7.7% | -25.1% | +32.8% | +14.7% |
| YTD | -20.1% | -45.7% | +25.6% | -8.8% |
| 1Y | -38.3% | -47.9% | +9.6% | -29.1% |
| 3Y | -17.7% | +8.9% | -26.7% | -24.7% |
| 5Y | -69.9% | +26.9% | -96.7% | -75.1% |
| All | -75.1% | -9.8% | -65.3% | -80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling