+345.8%
PSX vs TT
+782.6%
-436.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.7% | -1.7% | +1.1% |
| 7D | -8.0% | +1.7% | -9.8% | -8.6% |
| 30D | -9.0% | -11.8% | +2.8% | -4.6% |
| 3M | +24.7% | -12.6% | +37.3% | +31.0% |
| 6M | +49.3% | -9.4% | +58.7% | +52.9% |
| YTD | +100.2% | +8.8% | +91.4% | +86.3% |
| 1Y | +88.8% | -2.5% | +91.4% | +84.6% |
| 3Y | +152.5% | +95.7% | +56.8% | +69.9% |
| 5Y | +283.2% | +135.7% | +147.5% | +123.5% |
| 10Y | +345.8% | +750.6% | -404.8% | +23.5% |
| All | +345.8% | +782.6% | -436.8% | +23.5% |
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