+1,181.6%
TXN vs PSKY
-45.6%
+1,227.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.4% | +6.4% | +2.2% |
| 7D | +2.7% | -6.8% | +9.5% | +4.2% |
| 30D | -6.7% | +10.2% | -17.0% | -8.8% |
| 3M | -8.9% | +0.3% | -9.2% | -9.4% |
| 6M | +34.7% | -7.8% | +42.4% | +35.3% |
| YTD | +53.3% | -23.0% | +76.3% | +58.7% |
| 1Y | +45.0% | -31.6% | +76.7% | +51.9% |
| 3Y | +73.1% | -21.3% | +94.4% | +63.2% |
| 5Y | +59.9% | -71.5% | +131.4% | +83.0% |
| 10Y | +415.7% | -75.6% | +491.3% | +426.4% |
| All | +1,181.6% | -45.6% | +1,227.3% | +825.6% |
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