-49.3%
TE vs PSX
+362.1%
-411.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | +0.2% | +1.7% | -1.5% | -0.4% |
| 30D | -5.9% | +15.6% | -21.6% | -11.8% |
| 3M | -45.6% | +46.5% | -92.0% | -54.5% |
| 6M | -43.4% | +55.0% | -98.4% | -54.4% |
| YTD | -31.0% | +105.3% | -136.3% | -52.2% |
| 1Y | +145.2% | +101.6% | +43.6% | +68.9% |
| 3Y | -24.1% | +134.1% | -158.2% | -51.6% |
| All | -49.3% | +362.1% | -411.5% | -73.8% |
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