+154.3%
PSX vs TPR
+404.6%
-250.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.2% | +1.7% |
| 7D | +6.4% | -1.1% | +7.6% | +6.5% |
| 30D | -10.2% | +15.1% | -25.3% | -11.5% |
| 3M | +17.2% | -13.4% | +30.6% | +18.6% |
| 6M | +51.8% | +1.4% | +50.4% | +49.7% |
| YTD | +108.0% | +4.8% | +103.2% | +101.3% |
| 1Y | +96.1% | +29.2% | +66.9% | +81.3% |
| All | +154.3% | +404.6% | -250.3% | +77.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling