+537.0%
TDG vs PSKY
-74.6%
+611.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +0.8% |
| 7D | -1.9% | -2.4% | +0.5% | -1.4% |
| 30D | -7.7% | +11.6% | -19.3% | -9.8% |
| 3M | -9.3% | +1.5% | -10.9% | -9.9% |
| 6M | -9.4% | +7.7% | -17.1% | -11.5% |
| YTD | -14.3% | -20.1% | +5.9% | -11.7% |
| 1Y | -11.8% | -38.3% | +26.5% | -5.1% |
| 3Y | +52.0% | -17.7% | +69.7% | +42.0% |
| 5Y | +128.8% | -69.9% | +198.7% | +166.1% |
| All | +537.0% | -74.6% | +611.6% | +417.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling