+338.3%
PSX vs TT
+744.7%
-406.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -7.8% | +0.8% | -8.6% | -8.1% |
| 30D | -9.9% | -11.8% | +1.9% | -5.5% |
| 3M | +16.9% | -11.6% | +28.5% | +22.3% |
| 6M | +48.0% | -9.3% | +57.3% | +51.4% |
| YTD | +98.3% | +8.9% | +89.5% | +84.5% |
| 1Y | +86.2% | -2.2% | +88.4% | +81.7% |
| 3Y | +144.0% | +91.9% | +52.1% | +65.8% |
| 5Y | +287.7% | +136.0% | +151.7% | +126.0% |
| 10Y | +338.3% | +734.7% | -396.4% | +22.1% |
| All | +338.3% | +744.7% | -406.3% | +22.1% |
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