-4.0%
TLT vs PSX
+50.5%
-54.5%
-10.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.4% |
| 7D | -2.7% | +6.4% | -9.1% | -2.3% |
| 30D | +2.2% | -10.2% | +12.3% | +1.5% |
| 3M | -1.7% | +17.2% | -18.9% | -0.2% |
| 6M | -4.0% | +51.8% | -55.7% | +0.6% |
| All | -4.0% | +50.5% | -54.5% | +0.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling