-86.6%
TTD vs PSKY
-78.0%
-8.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.8% | -2.0% | -4.6% |
| 7D | +1.2% | -24.6% | +25.8% | +13.0% |
| 30D | -18.3% | -36.1% | +17.8% | -0.7% |
| 3M | -71.7% | -53.8% | -17.9% | -55.9% |
| 6M | -71.7% | -53.8% | -17.9% | -55.9% |
| YTD | -71.7% | -53.8% | -17.9% | -55.9% |
| 1Y | -75.5% | -58.4% | -17.1% | -60.3% |
| 3Y | -84.9% | -40.7% | -44.2% | -81.3% |
| All | -86.6% | -78.0% | -8.6% | -74.1% |
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