+103.0%
PSX vs TLN
-18.5%
+121.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.5% |
| 7D | +1.8% | +5.8% | -4.0% | +2.3% |
| 30D | +21.6% | -6.9% | +28.5% | +21.0% |
| 3M | +46.5% | -10.9% | +57.4% | +45.5% |
| 6M | +62.0% | -4.6% | +66.6% | +62.5% |
| YTD | +106.3% | -14.7% | +121.0% | +106.5% |
| 1Y | +103.0% | -17.9% | +120.9% | +121.9% |
| All | +103.0% | -18.5% | +121.5% | +121.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling