+376.4%
TTD vs PSKY
-73.7%
+450.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.5% | +2.0% |
| 7D | -0.6% | -2.4% | +1.8% | +0.1% |
| 30D | +6.3% | +11.6% | -5.3% | +2.8% |
| 3M | -24.1% | +1.5% | -25.7% | -24.8% |
| 6M | -47.4% | +7.7% | -55.1% | -49.1% |
| YTD | -62.2% | -20.1% | -42.1% | -60.5% |
| 1Y | -68.3% | -38.3% | -30.0% | -64.5% |
| 3Y | -83.4% | -17.7% | -65.7% | -84.6% |
| 5Y | -80.3% | -69.9% | -10.4% | -75.1% |
| All | +376.4% | -73.7% | +450.1% | +329.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling