+3.3%
TLT vs PSX
+155.7%
-152.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.4% |
| 7D | -2.7% | +6.4% | -9.1% | -2.5% |
| 30D | +2.2% | -10.2% | +12.3% | +1.9% |
| 3M | -1.7% | +17.2% | -18.9% | -1.2% |
| 6M | -4.0% | +51.8% | -55.7% | -2.8% |
| YTD | -4.9% | +108.0% | -113.0% | -3.4% |
| 1Y | -7.4% | +96.1% | -103.5% | -5.9% |
| All | +3.3% | +155.7% | -152.4% | +4.9% |
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 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