+103.7%
PSX vs TEM
+46.9%
+56.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.3% | -0.6% |
| 7D | +1.5% | -9.2% | +10.7% | +2.1% |
| 30D | +15.8% | +5.5% | +10.4% | +15.0% |
| 3M | +43.0% | +18.7% | +24.3% | +40.4% |
| 6M | +61.1% | +15.4% | +45.7% | +57.7% |
| YTD | +104.5% | -0.5% | +105.1% | +101.8% |
| 1Y | +102.5% | -24.8% | +127.4% | +103.2% |
| All | +103.7% | +46.9% | +56.8% | +87.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling