+1,112.1%
PSX vs TRI
+446.0%
+666.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.6% | +2.0% |
| 7D | +4.5% | -0.5% | +5.1% | +4.5% |
| 30D | +26.6% | +7.9% | +18.7% | +22.9% |
| 3M | +39.3% | +24.1% | +15.2% | +26.8% |
| 6M | +56.8% | +3.8% | +53.0% | +50.7% |
| YTD | +101.8% | -16.9% | +118.7% | +110.2% |
| 1Y | +99.6% | -38.4% | +138.0% | +136.9% |
| 3Y | +140.3% | -12.2% | +152.6% | +132.4% |
| 5Y | +339.3% | -1.8% | +341.1% | +288.6% |
| 10Y | +369.9% | +207.6% | +162.2% | +108.6% |
| All | +1,112.1% | +446.0% | +666.1% | +295.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling