+1,258.7%
TTMI vs PSKY
-42.6%
+1,301.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.5% | +3.2% |
| 7D | +12.2% | +2.4% | +9.8% | +11.2% |
| 30D | -5.7% | +17.5% | -23.2% | -10.6% |
| 3M | -27.5% | +4.4% | -31.9% | -29.0% |
| 6M | +47.1% | -9.0% | +56.2% | +48.6% |
| YTD | +87.5% | -18.6% | +106.1% | +92.8% |
| 1Y | +175.2% | -27.7% | +202.9% | +187.8% |
| 3Y | +901.9% | -16.9% | +918.8% | +792.0% |
| 5Y | +843.5% | -70.3% | +913.7% | +1,022.8% |
| 10Y | +1,077.0% | -74.9% | +1,151.9% | +1,094.9% |
| All | +1,258.7% | -42.6% | +1,301.3% | +659.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling