-74.9%
PSKY vs TMF
-86.8%
+11.9%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +2.4% | +1.0% | +1.4% | +2.4% |
| 30D | +17.5% | -1.8% | +19.4% | +17.4% |
| 3M | +4.4% | -8.2% | +12.7% | +3.8% |
| 6M | -9.0% | -19.5% | +10.5% | -10.5% |
| YTD | -18.6% | -16.0% | -2.6% | -19.6% |
| 1Y | -27.7% | -22.5% | -5.2% | -29.0% |
| 3Y | -16.9% | -42.3% | +25.4% | -20.4% |
| 5Y | -70.3% | -87.7% | +17.4% | -78.9% |
| 10Y | -74.9% | -86.5% | +11.6% | -79.9% |
| All | -74.9% | -86.8% | +11.9% | -79.9% |
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