+1,139.1%
PSX vs TDY
+880.8%
+258.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.3% | +1.5% |
| 7D | +1.8% | -1.8% | +3.7% | +2.8% |
| 30D | +21.6% | -13.8% | +35.4% | +31.6% |
| 3M | +46.5% | -3.9% | +50.3% | +48.3% |
| 6M | +62.0% | -9.0% | +71.0% | +67.5% |
| YTD | +106.3% | +16.5% | +89.8% | +84.1% |
| 1Y | +103.0% | +9.3% | +93.7% | +86.7% |
| 3Y | +135.5% | +45.1% | +90.4% | +79.8% |
| 5Y | +368.5% | +35.0% | +333.5% | +260.6% |
| 10Y | +386.6% | +469.0% | -82.4% | +65.6% |
| All | +1,139.1% | +880.8% | +258.4% | +213.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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