+96.9%
PSX vs TT
-6.5%
+103.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.7% | -2.9% | -4.7% |
| 7D | -5.2% | -8.5% | +3.3% | -6.1% |
| 30D | -3.7% | -12.8% | +9.1% | -5.1% |
| 3M | +26.8% | -12.9% | +39.6% | +25.0% |
| 6M | +47.3% | -15.2% | +62.5% | +45.7% |
| YTD | +105.4% | +6.2% | +99.2% | +103.8% |
| 1Y | +96.9% | -4.5% | +101.4% | +95.9% |
| All | +96.9% | -6.5% | +103.4% | +95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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