+190.6%
PSX vs TLN
+683.0%
-492.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +7.2% | -4.3% | +2.7% |
| 7D | -8.0% | +9.1% | -17.1% | -8.3% |
| 30D | -9.0% | -4.1% | -5.0% | -9.0% |
| 3M | +24.7% | +4.4% | +20.3% | +24.3% |
| 6M | +49.3% | -6.0% | +55.4% | +49.2% |
| YTD | +100.2% | -3.1% | +103.3% | +98.8% |
| 1Y | +88.8% | -6.1% | +94.9% | +87.8% |
| 3Y | +152.5% | +575.3% | -422.9% | +97.1% |
| All | +190.6% | +683.0% | -492.5% | +116.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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