+6.9%
TLT vs PSX
+1,139.4%
-1,132.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -0.4% | +4.5% | -5.0% | 0.0% |
| 30D | -0.6% | +26.6% | -27.2% | +1.5% |
| 3M | -2.7% | +39.3% | -42.0% | +0.2% |
| 6M | -5.6% | +56.8% | -62.4% | -1.6% |
| YTD | -2.8% | +101.8% | -104.6% | +3.7% |
| 1Y | -1.4% | +99.6% | -101.0% | +5.1% |
| 3Y | -1.6% | +140.3% | -141.9% | +7.6% |
| 5Y | -33.8% | +339.3% | -373.2% | -21.9% |
| 10Y | -21.1% | +369.9% | -391.0% | -2.9% |
| All | +6.9% | +1,139.4% | -1,132.5% | +47.8% |
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