+145.2%
TE vs PSX
+103.3%
+42.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.8% |
| 7D | +0.2% | +1.7% | -1.5% | +0.8% |
| 30D | -5.9% | +15.6% | -21.6% | -1.1% |
| 3M | -45.6% | +46.5% | -92.0% | -38.8% |
| 6M | -43.4% | +55.0% | -98.4% | -35.3% |
| YTD | -31.0% | +105.3% | -136.3% | -12.9% |
| 1Y | +145.2% | +101.6% | +43.6% | +228.2% |
| All | +145.2% | +103.3% | +42.0% | +228.2% |
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