+8,612.4%
TSM vs PSKY
-42.2%
+8,654.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +3.2% |
| 7D | +2.7% | -0.2% | +2.9% | +2.7% |
| 30D | +3.6% | +24.0% | -20.4% | -1.5% |
| 3M | -3.4% | +2.2% | -5.5% | -4.2% |
| 6M | +20.6% | -9.0% | +29.6% | +22.0% |
| YTD | +41.9% | -18.1% | +60.0% | +45.6% |
| 1Y | +84.4% | -25.1% | +109.5% | +90.5% |
| 3Y | +380.2% | -16.3% | +396.6% | +342.0% |
| 5Y | +275.3% | -70.4% | +345.7% | +330.3% |
| 10Y | +1,751.4% | -74.2% | +1,825.6% | +1,773.3% |
| All | +8,612.4% | -42.2% | +8,654.7% | +6,624.8% |
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