-25.8%
TE vs PSX
+97.5%
-123.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.5% | +1.0% | -5.3% |
| 7D | +3.8% | -5.2% | +9.0% | +1.8% |
| 30D | -26.2% | -3.7% | -22.5% | -27.2% |
| 3M | -49.7% | +26.8% | -76.5% | -46.6% |
| 6M | -46.5% | +47.3% | -93.8% | -41.8% |
| YTD | -59.1% | +105.4% | -164.5% | -52.6% |
| 1Y | -25.8% | +96.9% | -122.7% | -17.4% |
| All | -25.8% | +97.5% | -123.3% | -17.4% |
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