+145.0%
TT vs PSKY
-70.7%
+215.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | -0.4% |
| 7D | +1.6% | +2.4% | -0.8% | +1.4% |
| 30D | -7.3% | +17.5% | -24.8% | -8.4% |
| 3M | -2.6% | +4.4% | -7.0% | -3.0% |
| 6M | +5.9% | -9.0% | +14.9% | +6.2% |
| YTD | +15.4% | -18.6% | +34.0% | +16.5% |
| 1Y | +8.2% | -27.7% | +36.0% | +9.8% |
| 3Y | +122.7% | -16.9% | +139.5% | +116.6% |
| 5Y | +145.0% | -70.3% | +215.2% | +172.4% |
| All | +145.0% | -70.7% | +215.6% | +172.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling