+160.0%
T vs PSX
+1,156.9%
-996.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.2% | -1.7% | +0.8% |
| 7D | +2.0% | -0.4% | +2.3% | +2.0% |
| 30D | -1.0% | -8.1% | +7.1% | +0.4% |
| 3M | -8.1% | +15.9% | -24.0% | -11.0% |
| 6M | -8.3% | +49.4% | -57.6% | -15.7% |
| YTD | -6.1% | +104.7% | -110.8% | -19.3% |
| 1Y | -7.4% | +89.1% | -96.5% | -19.2% |
| 3Y | +65.4% | +151.7% | -86.3% | +33.0% |
| 5Y | +57.6% | +298.3% | -240.7% | +11.5% |
| 10Y | +61.4% | +357.1% | -295.7% | +3.7% |
| All | +160.0% | +1,156.9% | -996.9% | +52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling