+581.7%
TLN vs PSKY
-26.8%
+608.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.6% | +5.4% | +3.8% |
| 7D | +7.1% | -0.2% | +7.2% | +7.1% |
| 30D | -3.9% | +24.0% | -27.9% | -4.3% |
| 3M | -16.2% | +2.2% | -18.3% | -16.2% |
| 6M | -5.8% | -9.0% | +3.2% | -5.8% |
| YTD | -15.4% | -18.1% | +2.7% | -15.0% |
| 1Y | -16.7% | -25.1% | +8.4% | -16.0% |
| 3Y | +473.8% | -16.3% | +490.1% | +479.7% |
| All | +581.7% | -26.8% | +608.5% | +591.4% |
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