+26.8%
PL vs TXG
-69.7%
+96.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +2.1% | +8.3% | +9.7% |
| 7D | -6.8% | -15.4% | +8.6% | -1.7% |
| 30D | -29.3% | -22.1% | -7.2% | -23.6% |
| 3M | -44.8% | +30.0% | -74.8% | -51.2% |
| 6M | -68.4% | +160.7% | -229.1% | -78.5% |
| YTD | -36.4% | +263.5% | -299.8% | -62.4% |
| 1Y | +0.7% | +356.0% | -355.3% | -46.4% |
| 3Y | +455.3% | +53.4% | +401.9% | +304.9% |
| 5Y | +22.7% | -66.7% | +89.4% | +20.0% |
| All | +26.8% | -69.7% | +96.4% | +23.9% |
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