-38.7%
PINS vs TXG
+79.9%
-118.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.7% | -9.2% | -1.0% |
| 7D | -6.2% | +5.5% | -11.7% | -7.0% |
| 30D | -10.9% | -19.3% | +8.4% | -8.6% |
| 3M | -19.5% | +25.0% | -44.5% | -24.2% |
| 6M | -10.4% | +201.2% | -211.5% | -28.5% |
| YTD | -26.4% | +298.8% | -325.2% | -44.9% |
| 1Y | -29.6% | +326.6% | -356.2% | -48.4% |
| All | -38.7% | +79.9% | -118.5% | -55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling