+1,297.6%
TNA vs PSKY
+162.7%
+1,135.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.9% |
| 7D | +4.1% | +2.4% | +1.7% | +2.1% |
| 30D | -7.6% | +17.5% | -25.2% | -19.3% |
| 3M | +8.1% | +4.4% | +3.6% | +2.4% |
| 6M | +49.0% | -9.0% | +58.0% | +53.5% |
| YTD | +51.7% | -18.6% | +70.3% | +61.4% |
| 1Y | +59.6% | -27.7% | +87.3% | +76.2% |
| 3Y | +118.9% | -16.9% | +135.8% | +56.8% |
| 5Y | -19.2% | -70.3% | +51.1% | +34.4% |
| 10Y | +77.2% | -74.9% | +152.2% | +162.3% |
| All | +1,297.6% | +162.7% | +1,135.0% | +73.9% |
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