-34.9%
TLT vs PSX
+370.3%
-405.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.5% |
| 7D | -0.3% | +1.8% | -2.1% | -0.2% |
| 30D | 0.0% | +21.6% | -21.7% | +1.0% |
| 3M | -2.9% | +46.5% | -49.3% | -0.9% |
| 6M | -6.3% | +62.0% | -68.3% | -3.9% |
| YTD | -3.3% | +106.3% | -109.7% | +0.2% |
| 1Y | -4.2% | +103.0% | -107.2% | -0.7% |
| 3Y | -1.7% | +135.5% | -137.2% | +3.0% |
| 5Y | -34.9% | +368.5% | -403.4% | -26.2% |
| All | -34.9% | +370.3% | -405.2% | -26.2% |
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