-3.2%
TLT vs PSX
+51.0%
-54.1%
-10.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.1% | +0.2% |
| 7D | -1.0% | -0.4% | -0.7% | -1.1% |
| 30D | +4.1% | -8.1% | +12.2% | +3.6% |
| 3M | -0.4% | +15.9% | -16.3% | +1.2% |
| 6M | -3.2% | +49.4% | -52.5% | +1.2% |
| All | -3.2% | +51.0% | -54.1% | +1.2% |
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 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