+1,131.3%
PSX vs TNA
+440.9%
+690.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.0% |
| 7D | +2.8% | +4.1% | -1.2% | +1.6% |
| 30D | +27.8% | -7.6% | +35.4% | +30.4% |
| 3M | +42.0% | +8.1% | +34.0% | +37.3% |
| 6M | +58.1% | +49.0% | +9.1% | +35.7% |
| YTD | +105.0% | +51.7% | +53.3% | +73.5% |
| 1Y | +104.9% | +59.6% | +45.3% | +67.9% |
| 3Y | +134.1% | +118.9% | +15.2% | +55.8% |
| 5Y | +363.8% | -19.2% | +383.0% | +268.0% |
| 10Y | +370.1% | +77.2% | +292.9% | +115.8% |
| All | +1,131.3% | +440.9% | +690.5% | +240.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TNA 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling