+9.1%
TE vs PSX
+157.7%
-148.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.3% |
| 7D | -19.1% | +7.8% | -26.9% | -21.5% |
| 30D | -34.1% | -10.9% | -23.2% | -31.4% |
| 3M | -60.1% | +14.5% | -74.6% | -63.5% |
| 6M | -66.0% | +56.1% | -122.1% | -74.2% |
| YTD | -71.4% | +109.6% | -181.0% | -82.9% |
| 1Y | -45.3% | +95.5% | -140.8% | -65.8% |
| 3Y | +9.1% | +156.2% | -147.0% | -54.5% |
| All | +9.1% | +157.7% | -148.5% | -54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling