-20.8%
TLT vs PSX
+384.6%
-405.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.2% |
| 7D | -1.6% | +1.5% | -3.1% | -1.5% |
| 30D | -1.3% | +15.8% | -17.2% | -0.2% |
| 3M | -3.7% | +43.0% | -46.7% | -0.9% |
| 6M | -6.4% | +61.1% | -67.4% | -2.6% |
| YTD | -4.5% | +104.5% | -109.0% | +1.3% |
| 1Y | -5.9% | +102.5% | -108.4% | -0.2% |
| 3Y | -2.8% | +133.5% | -136.3% | +4.9% |
| 5Y | -35.1% | +367.0% | -402.0% | -24.0% |
| All | -20.8% | +384.6% | -405.4% | -2.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling