-38.9%
PSKY vs TKO
+2,834.0%
-2,873.0%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.2% | -3.2% | -4.7% |
| 7D | -6.8% | +0.7% | -7.5% | -7.1% |
| 30D | +10.2% | +0.9% | +9.4% | +9.8% |
| 3M | +0.3% | -6.2% | +6.5% | +2.0% |
| 6M | -7.8% | -5.6% | -2.1% | -6.9% |
| YTD | -23.0% | -7.8% | -15.1% | -21.7% |
| 1Y | -31.6% | -1.2% | -30.4% | -32.2% |
| 3Y | -21.3% | +106.5% | -127.8% | -41.1% |
| 5Y | -71.5% | +310.4% | -381.8% | -83.4% |
| 10Y | -75.6% | +987.5% | -1,063.2% | -91.0% |
| All | -38.9% | +2,834.0% | -2,873.0% | -90.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling