-72.2%
TTD vs PSKY
-26.0%
-46.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.7% | -4.2% |
| 7D | +6.3% | -0.2% | +6.5% | +6.4% |
| 30D | -23.9% | +24.0% | -47.9% | -25.5% |
| 3M | -31.4% | +2.2% | -33.6% | -31.6% |
| 6M | -42.7% | -9.0% | -33.7% | -42.5% |
| YTD | -62.0% | -18.1% | -43.8% | -61.5% |
| 1Y | -72.2% | -25.1% | -47.1% | -71.3% |
| All | -72.2% | -26.0% | -46.2% | -71.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling