+95.6%
TFC vs PSKY
-74.6%
+170.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.4% |
| 7D | -2.4% | -2.4% | 0.0% | -1.8% |
| 30D | -3.4% | +11.6% | -14.9% | -6.2% |
| 3M | +0.4% | +1.5% | -1.1% | -0.4% |
| 6M | +12.7% | +7.7% | +5.0% | +9.1% |
| YTD | +5.6% | -20.1% | +25.7% | +9.1% |
| 1Y | +16.0% | -38.3% | +54.3% | +27.2% |
| 3Y | +94.0% | -17.7% | +111.7% | +78.3% |
| 5Y | +16.2% | -69.9% | +86.0% | +39.8% |
| All | +95.6% | -74.6% | +170.2% | +60.0% |
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