+1,112.1%
PSX vs TT
+2,227.8%
-1,115.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | -0.1% |
| 7D | +4.5% | -0.2% | +4.8% | +4.6% |
| 30D | +26.6% | -7.4% | +34.0% | +30.8% |
| 3M | +39.3% | -3.2% | +42.5% | +39.8% |
| 6M | +56.8% | +1.1% | +55.7% | +52.4% |
| YTD | +101.8% | +15.6% | +86.2% | +83.2% |
| 1Y | +99.6% | +9.2% | +90.4% | +85.2% |
| 3Y | +140.3% | +124.4% | +16.0% | +48.7% |
| 5Y | +339.3% | +138.0% | +201.3% | +153.2% |
| 10Y | +369.9% | +886.4% | -516.5% | +15.4% |
| All | +1,112.1% | +2,227.8% | -1,115.7% | +96.5% |
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 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