+600.6%
TLN vs PSKY
-27.2%
+627.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.3% | +2.8% |
| 7D | +10.9% | +2.4% | +8.5% | +10.8% |
| 30D | -6.3% | +17.5% | -23.8% | -6.6% |
| 3M | -10.7% | +4.4% | -15.1% | -10.8% |
| 6M | +1.6% | -9.0% | +10.7% | +1.7% |
| YTD | -13.1% | -18.6% | +5.5% | -12.7% |
| 1Y | -15.1% | -27.7% | +12.7% | -14.3% |
| 3Y | +495.0% | -16.9% | +511.9% | +501.0% |
| All | +600.6% | -27.2% | +627.8% | +610.6% |
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