-14.5%
TSLL vs PSKY
-40.3%
+25.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.8% | +0.4% | -2.7% |
| 7D | -14.3% | -24.6% | +10.2% | -6.7% |
| 30D | -4.2% | -36.1% | +31.9% | +9.8% |
| 3M | -42.1% | -37.1% | -5.0% | -27.3% |
| 6M | -30.8% | -40.5% | +9.7% | -12.3% |
| YTD | -52.3% | -47.7% | -4.6% | -38.4% |
| 1Y | -51.0% | -58.4% | +7.4% | -34.1% |
| All | -14.5% | -40.3% | +25.8% | +3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling