+96.9%
PSX vs TRI
-22.4%
+119.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +6.4% | -10.9% | -4.8% |
| 7D | -5.2% | +1.0% | -6.1% | -5.2% |
| 30D | -3.7% | +20.8% | -24.5% | -4.5% |
| 3M | +26.8% | +8.1% | +18.7% | +26.3% |
| 6M | +47.3% | +24.2% | +23.1% | +43.8% |
| YTD | +105.4% | -7.8% | +113.2% | +107.7% |
| 1Y | +96.9% | -16.7% | +113.6% | +105.7% |
| All | +96.9% | -22.4% | +119.4% | +105.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 1y: compounded portfolio wealth divided by compounded TRI 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…
1y analysis · Full analysis span regression · 6 months rolling