+1,963.9%
TMO vs PSKY
-45.6%
+2,009.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.4% | +5.8% | +1.5% |
| 7D | -0.5% | -6.8% | +6.4% | +0.8% |
| 30D | +1.0% | +10.2% | -9.2% | -1.0% |
| 3M | +22.7% | +0.3% | +22.4% | +22.2% |
| 6M | +19.0% | -7.8% | +26.8% | +19.9% |
| YTD | +4.7% | -23.0% | +27.7% | +8.4% |
| 1Y | +26.0% | -31.6% | +57.7% | +31.9% |
| 3Y | +18.0% | -21.3% | +39.3% | +12.7% |
| 5Y | +8.0% | -71.5% | +79.5% | +21.7% |
| 10Y | +333.8% | -75.6% | +409.4% | +335.8% |
| All | +1,963.9% | -45.6% | +2,009.6% | +1,379.1% |
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