+96.9%
PSX vs TEM
-11.1%
+108.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.8% | -1.7% | -4.6% |
| 7D | -5.2% | -1.3% | -3.9% | -5.1% |
| 30D | -3.7% | -9.5% | +5.8% | -3.5% |
| 3M | +26.8% | +60.7% | -33.9% | +27.1% |
| 6M | +47.3% | +35.5% | +11.8% | +47.9% |
| YTD | +105.4% | +28.0% | +77.4% | +104.9% |
| 1Y | +96.9% | -10.5% | +107.4% | +95.2% |
| All | +96.9% | -11.1% | +108.0% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 1y: compounded portfolio wealth divided by compounded TEM 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…
1y analysis · Full analysis span regression · 6 months rolling