+44.8%
PL vs TXG
-68.2%
+113.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.8% | +0.9% |
| 7D | +13.4% | -8.1% | +21.5% | +16.9% |
| 30D | -10.2% | -17.5% | +7.3% | -4.6% |
| 3M | -39.5% | +6.1% | -45.6% | -42.2% |
| 6M | -65.7% | +202.7% | -268.4% | -77.8% |
| YTD | -27.3% | +280.4% | -307.7% | -57.6% |
| 1Y | +15.0% | +274.0% | -259.0% | -33.5% |
| 3Y | +560.8% | +74.9% | +485.9% | +360.4% |
| 5Y | +38.4% | -63.0% | +101.5% | +33.6% |
| All | +44.8% | -68.2% | +113.1% | +39.7% |
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