+70.3%
T vs PSX
+386.4%
-316.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.9% |
| 7D | +1.5% | +1.7% | -0.2% | +1.1% |
| 30D | +7.5% | +15.6% | -8.2% | +4.1% |
| 3M | +14.8% | +46.5% | -31.6% | +5.6% |
| 6M | -1.7% | +55.0% | -56.8% | -11.0% |
| YTD | +8.7% | +105.3% | -96.6% | -7.5% |
| 1Y | -7.5% | +101.6% | -109.1% | -21.2% |
| 3Y | +110.2% | +134.1% | -23.9% | +68.6% |
| 5Y | +71.6% | +368.7% | -297.0% | +11.2% |
| All | +70.3% | +386.4% | -316.2% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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