+670.1%
TEL vs PSKY
-50.0%
+720.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | -1.4% | +2.4% | -3.8% | -2.2% |
| 30D | -4.9% | +17.5% | -22.4% | -9.6% |
| 3M | +0.1% | +4.4% | -4.4% | -1.9% |
| 6M | +0.4% | -9.0% | +9.4% | +1.5% |
| YTD | -8.9% | -18.6% | +9.7% | -6.1% |
| 1Y | -0.3% | -27.7% | +27.4% | +4.5% |
| 3Y | +67.6% | -16.9% | +84.5% | +49.7% |
| 5Y | +50.7% | -70.3% | +120.9% | +78.9% |
| 10Y | +288.6% | -74.9% | +363.6% | +295.6% |
| All | +670.1% | -50.0% | +720.1% | +315.1% |
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