-97.2%
TSLQ vs PSKY
-52.9%
-44.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -0.5% |
| 7D | -6.6% | -2.4% | -4.2% | -7.1% |
| 30D | -24.3% | +11.6% | -35.9% | -22.0% |
| 3M | -3.6% | +1.5% | -5.1% | -2.2% |
| 6M | -12.0% | +7.7% | -19.7% | -8.7% |
| YTD | +1.4% | -20.1% | +21.5% | -1.2% |
| 1Y | -43.6% | -38.3% | -5.3% | -47.7% |
| 3Y | -95.4% | -17.7% | -77.7% | -95.0% |
| All | -97.2% | -52.9% | -44.3% | -97.2% |
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