+1,112.1%
PSX vs TNA
+448.0%
+664.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | 0.0% |
| 7D | +4.5% | -0.1% | +4.6% | +4.5% |
| 30D | +26.6% | -4.9% | +31.5% | +28.1% |
| 3M | +39.3% | +0.4% | +38.9% | +37.3% |
| 6M | +56.8% | +32.5% | +24.3% | +39.2% |
| YTD | +101.8% | +53.7% | +48.1% | +70.1% |
| 1Y | +99.6% | +65.1% | +34.5% | +61.9% |
| 3Y | +140.3% | +98.4% | +41.9% | +64.9% |
| 5Y | +339.3% | -22.5% | +361.8% | +254.0% |
| 10Y | +369.9% | +82.5% | +287.3% | +113.9% |
| All | +1,112.1% | +448.0% | +664.1% | +234.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling