-84.3%
TE vs PSX
+306.7%
-391.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.3% |
| 7D | -19.1% | +7.8% | -26.9% | -21.4% |
| 30D | -34.1% | -10.9% | -23.2% | -31.6% |
| 3M | -60.1% | +14.5% | -74.6% | -63.0% |
| 6M | -66.0% | +56.1% | -122.1% | -73.0% |
| YTD | -71.4% | +109.6% | -181.0% | -80.8% |
| 1Y | -45.3% | +95.5% | -140.8% | -62.1% |
| 3Y | +9.1% | +156.2% | -147.0% | -34.3% |
| All | -84.3% | +306.7% | -391.0% | -91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling