+96.1%
PSX vs TEM
+6.3%
+89.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.5% | +6.1% | +1.6% |
| 7D | +6.4% | +7.8% | -1.3% | +6.5% |
| 30D | -10.2% | +11.2% | -21.4% | -10.1% |
| 3M | +17.2% | +39.0% | -21.8% | +17.3% |
| 6M | +51.8% | +61.6% | -9.9% | +51.5% |
| YTD | +108.0% | +28.5% | +79.5% | +106.5% |
| 1Y | +96.1% | +6.7% | +89.4% | +96.8% |
| All | +96.1% | +6.3% | +89.8% | +96.8% |
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