-70.4%
PSKY vs TKO
+291.2%
-361.6%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.8% | +2.0% |
| 7D | -2.4% | +2.3% | -4.7% | -3.1% |
| 30D | +11.6% | -2.5% | +14.1% | +12.3% |
| 3M | +1.5% | -10.6% | +12.1% | +4.6% |
| 6M | +7.7% | -5.1% | +12.8% | +8.4% |
| YTD | -20.1% | -8.2% | -11.9% | -18.7% |
| 1Y | -38.3% | -4.4% | -33.8% | -38.1% |
| 3Y | -17.7% | +100.4% | -118.1% | -36.5% |
| All | -70.4% | +291.2% | -361.6% | -85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling