+132.2%
PSX vs TLN
+538.9%
-406.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.1% | -7.6% | -0.8% |
| 7D | -13.1% | -1.3% | -11.8% | -13.1% |
| 30D | -9.5% | -10.5% | +1.0% | -9.2% |
| 3M | +20.2% | +0.1% | +20.1% | +20.0% |
| 6M | +44.9% | -17.4% | +62.3% | +45.7% |
| YTD | +94.4% | -9.7% | +104.1% | +93.6% |
| 1Y | +83.1% | -12.3% | +95.3% | +82.6% |
| 3Y | +132.2% | +528.3% | -396.1% | +76.3% |
| All | +132.2% | +538.9% | -406.8% | +76.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling