-53.2%
TE vs PSX
+215.8%
-269.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.2% | +1.3% |
| 7D | -4.0% | +4.5% | -8.5% | -5.0% |
| 30D | -15.9% | +26.6% | -42.5% | -20.7% |
| 3M | -60.5% | +39.3% | -99.8% | -63.8% |
| 6M | -35.2% | +56.8% | -92.0% | -42.6% |
| YTD | -31.1% | +101.8% | -133.0% | -43.1% |
| 1Y | +148.6% | +99.6% | +49.0% | +104.8% |
| 3Y | -26.4% | +140.3% | -166.7% | -41.5% |
| 5Y | -48.0% | +339.3% | -387.4% | -61.2% |
| All | -53.2% | +215.8% | -269.0% | -65.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling