+370.1%
PSX vs TPR
+305.2%
+64.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.7% | +5.3% | +2.7% |
| 7D | +2.8% | -3.4% | +6.2% | +3.8% |
| 30D | +27.8% | -27.3% | +55.1% | +39.1% |
| 3M | +42.0% | -16.2% | +58.3% | +47.4% |
| 6M | +58.1% | -17.9% | +76.0% | +63.1% |
| YTD | +105.0% | -7.1% | +112.1% | +102.2% |
| 1Y | +104.9% | +13.6% | +91.3% | +87.6% |
| 3Y | +134.1% | +293.7% | -159.7% | +35.4% |
| 5Y | +363.8% | +239.1% | +124.7% | +166.7% |
| 10Y | +370.1% | +311.2% | +58.9% | +109.6% |
| All | +370.1% | +305.2% | +64.9% | +109.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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