+277.8%
PSX vs TPR
+253.5%
+24.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | -13.1% | +14.2% | -27.3% | -14.9% |
| 30D | -9.5% | +17.1% | -26.6% | -11.8% |
| 3M | +20.2% | -17.7% | +37.9% | +23.2% |
| 6M | +44.9% | -10.2% | +55.1% | +45.7% |
| YTD | +94.4% | +4.9% | +89.5% | +88.0% |
| 1Y | +83.1% | +36.1% | +46.9% | +67.1% |
| 3Y | +132.2% | +416.5% | -284.3% | +55.2% |
| All | +277.8% | +253.5% | +24.2% | +169.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling