+925.7%
TD vs PSKY
-42.2%
+967.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.3% | -1.0% |
| 7D | +0.3% | -0.2% | +0.5% | +0.3% |
| 30D | +0.4% | +24.0% | -23.6% | -4.8% |
| 3M | +7.6% | +2.2% | +5.5% | +6.6% |
| 6M | +25.0% | -9.0% | +34.0% | +26.3% |
| YTD | +31.0% | -18.1% | +49.2% | +34.5% |
| 1Y | +65.2% | -25.1% | +90.3% | +70.6% |
| 3Y | +122.5% | -16.3% | +138.8% | +105.0% |
| 5Y | +124.8% | -70.4% | +195.2% | +158.0% |
| 10Y | +298.2% | -74.2% | +372.4% | +297.0% |
| All | +925.7% | -42.2% | +967.9% | +528.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling