-7.7%
TSN vs PSKY
-75.1%
+67.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.2% |
| 7D | +1.4% | -6.0% | +7.3% | +2.2% |
| 30D | -6.2% | +10.7% | -16.8% | -7.6% |
| 3M | -5.7% | +1.2% | -6.8% | -6.0% |
| 6M | -11.4% | +1.5% | -12.8% | -12.2% |
| YTD | -8.2% | -21.8% | +13.6% | -5.9% |
| 1Y | -2.0% | -30.2% | +28.2% | +1.1% |
| 3Y | +11.9% | -20.1% | +32.0% | +7.6% |
| 5Y | -17.8% | -70.5% | +52.8% | -8.8% |
| All | -7.7% | -75.1% | +67.4% | -16.5% |
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