+164.1%
PSKY vs TMF
-68.9%
+233.0%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.6% |
| 7D | -0.2% | -1.4% | +1.3% | -0.4% |
| 30D | +24.0% | -2.8% | +26.8% | +23.4% |
| 3M | +2.2% | -10.9% | +13.1% | +0.2% |
| 6M | -9.0% | -21.3% | +12.3% | -12.6% |
| YTD | -18.1% | -15.9% | -2.3% | -20.5% |
| 1Y | -25.1% | -15.7% | -9.4% | -27.1% |
| 3Y | -16.3% | -43.4% | +27.0% | -23.5% |
| 5Y | -70.4% | -87.8% | +17.4% | -80.9% |
| 10Y | -74.2% | -86.7% | +12.6% | -80.7% |
| All | +164.1% | -68.9% | +233.0% | +174.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling