+802.2%
TTMI vs PSKY
-71.2%
+873.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.7% |
| 7D | +6.0% | -6.0% | +12.0% | +6.9% |
| 30D | -6.4% | +10.7% | -17.1% | -7.8% |
| 3M | -28.9% | +1.2% | -30.1% | -29.2% |
| 6M | +26.9% | +1.5% | +25.4% | +25.7% |
| YTD | +77.3% | -21.8% | +99.1% | +81.3% |
| 1Y | +147.5% | -30.2% | +177.7% | +155.2% |
| 3Y | +847.6% | -20.1% | +867.7% | +807.2% |
| 5Y | +802.2% | -70.5% | +872.7% | +886.4% |
| All | +802.2% | -71.2% | +873.4% | +886.4% |
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 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