+419.8%
TXN vs PSKY
-74.6%
+494.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.1% | +1.7% | +3.5% |
| 7D | +4.0% | -2.4% | +6.4% | +4.3% |
| 30D | -2.9% | +11.6% | -14.4% | -4.4% |
| 3M | -9.1% | +1.5% | -10.6% | -9.5% |
| 6M | +36.6% | +7.7% | +28.9% | +34.2% |
| YTD | +57.5% | -20.1% | +77.6% | +60.5% |
| 1Y | +49.5% | -38.3% | +87.8% | +57.3% |
| 3Y | +76.5% | -17.7% | +94.3% | +69.3% |
| 5Y | +62.4% | -69.9% | +132.3% | +77.2% |
| All | +419.8% | -74.6% | +494.4% | +410.2% |
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