+104.2%
PSX vs TEM
+60.7%
+43.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.6% |
| 7D | +2.8% | +3.2% | -0.4% | +2.6% |
| 30D | +27.8% | +23.5% | +4.2% | +25.6% |
| 3M | +42.0% | +32.3% | +9.7% | +38.5% |
| 6M | +58.1% | +23.0% | +35.1% | +54.2% |
| YTD | +105.0% | +8.9% | +96.2% | +101.2% |
| 1Y | +104.9% | -19.9% | +124.8% | +104.9% |
| All | +104.2% | +60.7% | +43.5% | +87.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling