+133.3%
PSX vs TRI
-20.3%
+153.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.8% |
| 7D | +1.5% | -14.4% | +15.9% | +2.9% |
| 30D | +15.8% | -8.1% | +23.9% | +16.6% |
| 3M | +43.0% | +17.5% | +25.5% | +39.6% |
| 6M | +61.1% | -5.0% | +66.0% | +59.4% |
| YTD | +104.5% | -24.7% | +129.2% | +109.9% |
| 1Y | +102.5% | -41.5% | +144.0% | +116.8% |
| All | +133.3% | -20.3% | +153.6% | +130.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling