+378.1%
PSX vs TNA
+86.1%
+292.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.1% |
| 7D | +1.7% | -7.3% | +9.0% | +3.8% |
| 30D | +15.6% | -14.2% | +29.8% | +20.4% |
| 3M | +46.5% | -4.6% | +51.0% | +47.0% |
| 6M | +55.0% | +36.9% | +18.1% | +36.5% |
| YTD | +105.3% | +42.5% | +62.7% | +76.9% |
| 1Y | +101.6% | +45.8% | +55.8% | +69.8% |
| 3Y | +134.1% | +104.7% | +29.5% | +58.8% |
| 5Y | +368.7% | -21.7% | +390.4% | +276.4% |
| All | +378.1% | +86.1% | +292.0% | +119.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling