+148.6%
TE vs PSX
+101.0%
+47.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.2% | +1.4% |
| 7D | -4.0% | +4.5% | -8.5% | -2.4% |
| 30D | -15.9% | +26.6% | -42.5% | -9.1% |
| 3M | -60.5% | +39.3% | -99.8% | -56.1% |
| 6M | -35.2% | +56.8% | -92.0% | -25.9% |
| YTD | -31.1% | +101.8% | -133.0% | -13.6% |
| 1Y | +148.6% | +99.6% | +49.0% | +225.1% |
| All | +148.6% | +101.0% | +47.6% | +225.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling