-83.3%
TTD vs PSKY
-12.8%
-70.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.3% | -2.7% |
| 7D | +1.7% | +2.4% | -0.6% | +1.4% |
| 30D | +1.6% | +17.5% | -15.9% | -1.2% |
| 3M | -27.8% | +4.4% | -32.3% | -28.5% |
| 6M | -52.1% | -9.0% | -43.1% | -51.5% |
| YTD | -63.1% | -18.6% | -44.5% | -62.1% |
| 1Y | -73.1% | -27.7% | -45.3% | -72.0% |
| 3Y | -83.3% | -16.9% | -66.4% | -84.4% |
| All | -83.3% | -12.8% | -70.5% | -84.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling