-23.0%
TNA vs PSKY
-70.1%
+47.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.1% |
| 7D | -7.3% | -2.4% | -4.9% | -6.2% |
| 30D | -14.2% | +11.6% | -25.7% | -18.5% |
| 3M | -4.6% | +1.5% | -6.1% | -6.0% |
| 6M | +36.9% | +7.7% | +29.2% | +30.3% |
| YTD | +42.5% | -20.1% | +62.7% | +51.9% |
| 1Y | +45.8% | -38.3% | +84.1% | +73.2% |
| 3Y | +104.7% | -17.7% | +122.4% | +80.6% |
| All | -23.0% | -70.1% | +47.1% | +52.7% |
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