+45.9%
TEM vs PSKY
+4.5%
+41.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.6% | -5.7% | -4.5% |
| 7D | -9.2% | -6.0% | -3.2% | -7.8% |
| 30D | +5.5% | +10.7% | -5.2% | +2.8% |
| 3M | +18.7% | +1.2% | +17.6% | +18.0% |
| 6M | +15.4% | +1.5% | +13.9% | +15.1% |
| YTD | -0.5% | -21.8% | +21.2% | +4.0% |
| 1Y | -24.8% | -30.2% | +5.3% | -20.3% |
| All | +45.9% | +4.5% | +41.5% | +31.5% |
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