+6.1%
TLT vs PSX
+1,156.9%
-1,150.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.1% | +0.3% |
| 7D | -1.0% | -0.4% | -0.7% | -1.0% |
| 30D | +4.1% | -8.1% | +12.2% | +3.4% |
| 3M | -0.4% | +15.9% | -16.3% | +1.1% |
| 6M | -3.2% | +49.4% | -52.5% | +0.5% |
| YTD | -3.5% | +104.7% | -108.2% | +3.1% |
| 1Y | -5.8% | +89.1% | -94.9% | 0.0% |
| 3Y | +4.6% | +151.7% | -147.2% | +14.9% |
| 5Y | -34.4% | +298.3% | -332.7% | -23.4% |
| 10Y | -11.4% | +357.1% | -368.5% | +8.7% |
| All | +6.1% | +1,156.9% | -1,150.8% | +47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling