+52.2%
TEM vs PSKY
+2.9%
+49.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -5.4% | +0.7% | -3.4% |
| 7D | -1.1% | -6.8% | +5.8% | +0.7% |
| 30D | +11.3% | +10.2% | +1.0% | +8.6% |
| 3M | +25.5% | +0.3% | +25.2% | +25.1% |
| 6M | +17.1% | -7.8% | +24.9% | +19.2% |
| YTD | +3.8% | -23.0% | +26.7% | +8.9% |
| 1Y | -24.4% | -31.6% | +7.3% | -19.4% |
| All | +52.2% | +2.9% | +49.4% | +37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling