+59.7%
TEM vs PSKY
+8.7%
+51.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.4% |
| 7D | +3.2% | +2.4% | +0.9% | +2.6% |
| 30D | +23.5% | +17.5% | +6.0% | +18.6% |
| 3M | +32.3% | +4.4% | +27.9% | +30.5% |
| 6M | +23.0% | -9.0% | +32.0% | +25.1% |
| YTD | +8.9% | -18.6% | +27.5% | +12.7% |
| 1Y | -19.9% | -27.7% | +7.9% | -15.8% |
| All | +59.7% | +8.7% | +51.0% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling