+145.2%
TFC vs PSKY
-63.1%
+208.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.8% | +5.9% | +2.7% |
| 7D | +2.1% | -24.6% | +26.6% | +10.4% |
| 30D | -6.0% | -36.1% | +30.1% | +7.4% |
| 3M | +7.6% | -54.8% | +62.3% | +24.7% |
| 6M | +7.6% | -54.8% | +62.3% | +24.7% |
| YTD | +7.6% | -54.8% | +62.3% | +24.7% |
| 1Y | +19.5% | -58.4% | +77.8% | +42.1% |
| 3Y | +88.1% | -40.7% | +128.8% | +69.9% |
| 5Y | -2.4% | -80.0% | +77.6% | +26.4% |
| 10Y | +86.6% | -84.4% | +171.0% | +115.4% |
| All | +145.2% | -63.1% | +208.2% | +66.4% |
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 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