+411.0%
TSM vs PSKY
-12.8%
+423.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +2.9% | +2.4% |
| 7D | +6.0% | +2.4% | +3.7% | +5.9% |
| 30D | +4.5% | +17.5% | -13.0% | +3.9% |
| 3M | +3.1% | +4.4% | -1.3% | +2.9% |
| 6M | +30.2% | -9.0% | +39.2% | +30.2% |
| YTD | +45.2% | -18.6% | +63.8% | +45.7% |
| 1Y | +79.6% | -27.7% | +107.3% | +80.8% |
| 3Y | +411.0% | -16.9% | +427.8% | +405.0% |
| All | +411.0% | -12.8% | +423.8% | +405.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling