-55.4%
TSLL vs PSKY
-53.0%
-2.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.6% | -10.2% | -11.3% |
| 7D | +1.9% | -0.2% | +2.1% | +2.1% |
| 30D | +17.8% | +24.0% | -6.2% | +10.6% |
| 3M | -37.0% | +2.2% | -39.2% | -37.2% |
| 6M | -37.7% | -9.0% | -28.7% | -36.2% |
| YTD | -51.4% | -18.1% | -33.2% | -49.1% |
| 1Y | -23.4% | -25.1% | +1.7% | -18.5% |
| 3Y | -30.8% | -16.3% | -14.4% | -36.1% |
| All | -55.4% | -53.0% | -2.4% | -47.1% |
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 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