+2,439.3%
TT vs PSKY
-63.1%
+2,502.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.8% | +5.2% | +1.3% |
| 7D | -3.8% | -24.6% | +20.8% | +0.9% |
| 30D | +7.7% | -36.1% | +43.9% | +16.3% |
| 3M | +116.4% | -47.1% | +163.6% | +126.0% |
| 6M | +116.4% | -47.1% | +163.6% | +126.0% |
| YTD | +116.4% | -47.1% | +163.6% | +126.0% |
| 1Y | +116.4% | -47.1% | +163.6% | +126.0% |
| 3Y | +126.7% | -40.7% | +167.4% | +126.3% |
| 5Y | +180.2% | -80.0% | +260.2% | +267.0% |
| 10Y | +947.6% | -84.4% | +1,032.0% | +1,113.6% |
| All | +2,439.3% | -63.1% | +2,502.4% | +1,490.2% |
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