+45.2%
PL vs TXG
-66.7%
+111.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +9.7% | +4.8% | +11.2% |
| 7D | +10.9% | +5.5% | +5.3% | +9.1% |
| 30D | -16.4% | -19.3% | +3.0% | -10.5% |
| 3M | -39.9% | +25.0% | -65.0% | -46.0% |
| 6M | -63.2% | +201.2% | -264.3% | -76.1% |
| YTD | -27.1% | +298.8% | -326.0% | -58.1% |
| 1Y | +12.2% | +326.6% | -314.4% | -38.1% |
| 3Y | +584.3% | +78.3% | +506.0% | +374.0% |
| 5Y | +37.0% | -61.3% | +98.3% | +30.2% |
| All | +45.2% | -66.7% | +111.8% | +37.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling