+192.9%
PSX vs TLN
+583.6%
-390.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.8% | -3.6% | 0.0% |
| 7D | +4.5% | +7.1% | -2.5% | +4.3% |
| 30D | +26.6% | -3.9% | +30.5% | +26.7% |
| 3M | +39.3% | -16.2% | +55.4% | +39.9% |
| 6M | +56.8% | -5.8% | +62.6% | +56.1% |
| YTD | +101.8% | -15.4% | +117.3% | +101.8% |
| 1Y | +99.6% | -16.7% | +116.3% | +99.2% |
| 3Y | +140.3% | +473.8% | -333.4% | +90.1% |
| All | +192.9% | +583.6% | -390.6% | +120.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling