+2,378.5%
TT vs PSKY
-42.2%
+2,420.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +1.3% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | -7.2% | +24.0% | -31.1% | -12.7% |
| 3M | -3.0% | +2.2% | -5.1% | -4.1% |
| 6M | +1.4% | -9.0% | +10.3% | +2.3% |
| YTD | +15.9% | -18.1% | +34.0% | +19.3% |
| 1Y | +9.4% | -25.1% | +34.5% | +13.2% |
| 3Y | +124.4% | -16.3% | +140.7% | +100.2% |
| 5Y | +138.0% | -70.4% | +208.4% | +175.4% |
| 10Y | +886.4% | -74.2% | +960.6% | +863.6% |
| All | +2,378.5% | -42.2% | +2,420.7% | +1,244.8% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling