+125.4%
TD vs PSKY
-71.2%
+196.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.7% | +0.7% |
| 7D | -2.6% | -6.0% | +3.4% | -2.0% |
| 30D | -1.0% | +10.7% | -11.7% | -2.0% |
| 3M | +5.6% | +1.2% | +4.5% | +5.4% |
| 6M | +27.1% | +1.5% | +25.6% | +26.4% |
| YTD | +29.4% | -21.8% | +51.2% | +31.5% |
| 1Y | +60.7% | -30.2% | +90.9% | +64.3% |
| 3Y | +127.6% | -20.1% | +147.7% | +121.8% |
| 5Y | +125.4% | -70.5% | +195.9% | +149.2% |
| All | +125.4% | -71.2% | +196.6% | +149.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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