+1,067.6%
PSX vs TT
+1,988.0%
-920.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -1.6% |
| 7D | -13.1% | -2.0% | -11.1% | -12.3% |
| 30D | -9.5% | -14.0% | +4.5% | -3.7% |
| 3M | +20.2% | -15.9% | +36.1% | +28.9% |
| 6M | +44.9% | -17.3% | +62.2% | +54.8% |
| YTD | +94.4% | +4.0% | +90.5% | +83.9% |
| 1Y | +83.1% | -7.1% | +90.2% | +82.5% |
| 3Y | +132.2% | +90.2% | +41.9% | +55.8% |
| 5Y | +278.8% | +131.1% | +147.7% | +117.6% |
| 10Y | +354.2% | +777.7% | -423.6% | +17.3% |
| All | +1,067.6% | +1,988.0% | -920.5% | +97.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling