+668.9%
TEL vs PSKY
-52.7%
+721.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.2% | +1.5% |
| 7D | +1.2% | -6.8% | +8.1% | +3.4% |
| 30D | -4.1% | +10.2% | -14.4% | -7.2% |
| 3M | -2.6% | +0.3% | -2.9% | -3.4% |
| 6M | 0.0% | -7.8% | +7.8% | +0.7% |
| YTD | -9.1% | -23.0% | +13.9% | -4.7% |
| 1Y | -0.8% | -31.6% | +30.8% | +5.7% |
| 3Y | +67.4% | -21.3% | +88.7% | +51.9% |
| 5Y | +51.8% | -71.5% | +123.2% | +82.1% |
| 10Y | +299.4% | -75.6% | +375.1% | +307.9% |
| All | +668.9% | -52.7% | +721.6% | +321.3% |
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 1990-01-01 to 2026-09-09: 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling