+75.4%
TSM vs PSKY
-30.5%
+105.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.4% | +4.5% | -0.5% |
| 7D | +4.8% | -6.8% | +11.6% | +5.2% |
| 30D | +4.0% | +10.2% | -6.2% | +3.3% |
| 3M | +2.0% | +0.3% | +1.7% | +1.8% |
| 6M | +25.5% | -7.8% | +33.3% | +25.5% |
| YTD | +44.0% | -23.0% | +67.0% | +46.3% |
| 1Y | +75.4% | -31.6% | +107.1% | +82.5% |
| All | +75.4% | -30.5% | +105.9% | +82.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling