+4.1%
TLT vs PSX
+1,187.1%
-1,183.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.4% |
| 7D | -3.1% | +7.8% | -10.9% | -2.5% |
| 30D | +1.0% | -10.9% | +11.9% | +0.1% |
| 3M | -2.7% | +14.5% | -17.2% | -1.4% |
| 6M | -4.1% | +56.1% | -60.3% | -0.1% |
| YTD | -5.4% | +109.6% | -114.9% | +1.4% |
| 1Y | -7.0% | +95.5% | -102.5% | -0.9% |
| 3Y | +2.8% | +156.2% | -153.4% | +13.2% |
| 5Y | -35.4% | +310.0% | -345.4% | -24.3% |
| 10Y | -13.1% | +368.0% | -381.2% | +6.9% |
| All | +4.1% | +1,187.1% | -1,183.0% | +44.5% |
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