+9.3%
TSN vs PSKY
-21.8%
+31.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.3% | -0.7% |
| 7D | -7.3% | -6.8% | -0.5% | -6.9% |
| 30D | -8.6% | +10.2% | -18.9% | -9.2% |
| 3M | -7.5% | +0.3% | -7.8% | -7.6% |
| 6M | -14.1% | -7.8% | -6.4% | -13.9% |
| YTD | -9.4% | -23.0% | +13.5% | -8.4% |
| 1Y | -4.1% | -31.6% | +27.6% | -2.8% |
| All | +9.3% | -21.8% | +31.1% | +8.3% |
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