+148.6%
TE vs PSLV
+57.1%
+91.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.8% |
| 7D | -4.0% | -0.6% | -3.3% | -3.7% |
| 30D | -15.9% | +7.3% | -23.2% | -18.4% |
| 3M | -60.5% | -7.4% | -53.1% | -59.5% |
| 6M | -35.2% | -20.3% | -14.9% | -31.0% |
| YTD | -31.1% | -8.2% | -22.9% | -37.4% |
| 1Y | +148.6% | +57.9% | +90.7% | +53.3% |
| All | +148.6% | +57.1% | +91.5% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 1y: compounded portfolio wealth divided by compounded PSLV 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…
1y analysis · Full analysis span regression · 6 months rolling