-29.8%
PINS vs TXG
+300.4%
-330.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.3% |
| 7D | -6.9% | -3.7% | -3.3% | -6.6% |
| 30D | -11.4% | -22.0% | +10.6% | -9.7% |
| 3M | -22.2% | +7.4% | -29.6% | -24.2% |
| 6M | -10.9% | +191.2% | -202.1% | -24.3% |
| YTD | -26.8% | +285.7% | -312.5% | -39.1% |
| 1Y | -29.8% | +268.3% | -298.1% | -41.6% |
| All | -29.8% | +300.4% | -330.2% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling