-1.1%
TLT vs PSX
+138.7%
-139.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | 0.0% |
| 7D | +0.4% | +2.8% | -2.4% | +0.5% |
| 30D | -0.3% | +27.8% | -28.1% | +0.3% |
| 3M | -1.7% | +42.0% | -43.8% | -0.8% |
| 6M | -4.9% | +58.1% | -63.0% | -3.9% |
| YTD | -2.8% | +105.0% | -107.8% | -1.6% |
| 1Y | -4.2% | +104.9% | -109.1% | -3.0% |
| 3Y | -1.1% | +134.1% | -135.2% | -3.7% |
| All | -1.1% | +138.7% | -139.8% | -3.7% |
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 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