-56.3%
TSLL vs PSKY
-70.0%
+13.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.8% | +0.4% | -1.9% |
| 7D | -14.3% | -24.6% | +10.2% | -3.1% |
| 30D | -4.2% | -36.1% | +31.9% | +17.0% |
| 3M | -57.0% | -53.4% | -3.6% | -21.5% |
| 6M | -57.0% | -53.4% | -3.6% | -21.5% |
| YTD | -57.0% | -53.4% | -3.6% | -21.5% |
| 1Y | -51.0% | -58.4% | +7.4% | -7.1% |
| 3Y | -34.6% | -40.7% | +6.1% | -2.1% |
| All | -56.3% | -70.0% | +13.7% | -11.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling