+79.9%
PL vs TXG
-66.4%
+146.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.7% | -6.4% | -3.3% |
| 7D | -7.5% | +9.4% | -16.9% | -10.4% |
| 30D | -25.6% | +26.1% | -51.7% | -31.9% |
| 3M | -45.6% | +124.8% | -170.4% | -60.1% |
| 6M | -29.5% | +215.2% | -244.8% | -54.6% |
| YTD | -9.7% | +302.2% | -311.9% | -47.2% |
| 1Y | +84.4% | +370.9% | -286.6% | -1.7% |
| 3Y | +550.0% | +38.5% | +511.5% | +403.5% |
| 5Y | +79.0% | -64.4% | +143.4% | +72.9% |
| All | +79.9% | -66.4% | +146.3% | +73.6% |
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 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