-35.5%
PSKY vs TCOM
+1,054.5%
-1,090.0%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.2% |
| 7D | +2.4% | -7.6% | +10.0% | +4.4% |
| 30D | +17.5% | -12.2% | +29.7% | +21.4% |
| 3M | +4.4% | -14.2% | +18.7% | +8.1% |
| 6M | -9.0% | -25.0% | +16.0% | -2.5% |
| YTD | -18.6% | -43.7% | +25.1% | -6.7% |
| 1Y | -27.7% | -44.5% | +16.8% | -17.0% |
| 3Y | -16.9% | +13.4% | -30.3% | -24.9% |
| 5Y | -70.3% | +26.5% | -96.7% | -75.9% |
| 10Y | -74.9% | -10.3% | -64.7% | -79.3% |
| All | -35.5% | +1,054.5% | -1,090.0% | -77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling