-97.0%
TSLQ vs PSKY
-51.7%
-45.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.6% | +13.6% | +11.6% |
| 7D | -5.8% | -0.2% | -5.6% | -5.7% |
| 30D | -22.1% | +24.0% | -46.1% | -17.7% |
| 3M | +10.1% | +2.2% | +7.9% | +12.1% |
| 6M | -6.8% | -9.0% | +2.2% | -6.7% |
| YTD | +8.5% | -18.1% | +26.7% | +6.4% |
| 1Y | -49.7% | -25.1% | -24.6% | -50.9% |
| 3Y | -95.6% | -16.3% | -79.3% | -95.2% |
| All | -97.0% | -51.7% | -45.3% | -97.0% |
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