+105.5%
PSX vs TEM
+53.2%
+52.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.7% | +5.3% | +0.9% |
| 7D | +1.8% | -1.1% | +2.9% | +1.9% |
| 30D | +21.6% | +11.3% | +10.3% | +20.4% |
| 3M | +46.5% | +25.5% | +20.9% | +43.2% |
| 6M | +62.0% | +17.1% | +44.9% | +58.5% |
| YTD | +106.3% | +3.8% | +102.5% | +103.1% |
| 1Y | +103.0% | -24.4% | +127.3% | +103.7% |
| All | +105.5% | +53.2% | +52.3% | +89.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling