-85.0%
PSKY vs TMF
-84.2%
-0.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.1% | -5.0% | -4.8% |
| 7D | -24.6% | +7.9% | -32.5% | -24.4% |
| 30D | -36.1% | -3.6% | -32.6% | -36.2% |
| 3M | -53.4% | -28.3% | -25.1% | -54.1% |
| 6M | -53.4% | -28.3% | -25.1% | -54.1% |
| YTD | -53.4% | -28.3% | -25.1% | -54.1% |
| 1Y | -58.4% | -32.3% | -26.1% | -59.2% |
| 3Y | -40.7% | -29.1% | -11.6% | -40.7% |
| 5Y | -80.0% | -87.9% | +7.9% | -85.8% |
| All | -85.0% | -84.2% | -0.8% | -88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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