+370.1%
PSX vs TT
+899.5%
-529.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.8% |
| 7D | +2.8% | +1.6% | +1.3% | +2.2% |
| 30D | +27.8% | -7.3% | +35.1% | +31.6% |
| 3M | +42.0% | -2.6% | +44.6% | +42.1% |
| 6M | +58.1% | +5.9% | +52.2% | +50.8% |
| YTD | +105.0% | +15.4% | +89.6% | +87.2% |
| 1Y | +104.9% | +8.2% | +96.7% | +91.7% |
| 3Y | +134.1% | +122.7% | +11.4% | +48.2% |
| 5Y | +363.8% | +145.0% | +218.9% | +169.1% |
| 10Y | +370.1% | +893.7% | -523.6% | +26.1% |
| All | +370.1% | +899.5% | -529.4% | +26.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling