-17.7%
PSKY vs TKO
+102.7%
-120.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.8% | +2.0% |
| 7D | -2.4% | +2.3% | -4.7% | -2.9% |
| 30D | +11.6% | -2.5% | +14.1% | +12.2% |
| 3M | +1.5% | -10.6% | +12.1% | +3.9% |
| 6M | +7.7% | -5.1% | +12.8% | +8.4% |
| YTD | -20.1% | -8.2% | -11.9% | -18.9% |
| 1Y | -38.3% | -4.4% | -33.8% | -38.0% |
| 3Y | -17.7% | +100.4% | -118.1% | -31.2% |
| All | -17.7% | +102.7% | -120.4% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 3y: compounded portfolio wealth divided by compounded TKO 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…
3y analysis · Full analysis span regression · 6 months rolling