+516.5%
PL vs TXG
+65.2%
+451.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.2% |
| 7D | +10.0% | -1.8% | +11.9% | +10.9% |
| 30D | -2.3% | -20.4% | +18.1% | +4.3% |
| 3M | -44.2% | +0.1% | -44.3% | -45.4% |
| 6M | -66.1% | +176.2% | -242.3% | -76.4% |
| YTD | -30.0% | +256.8% | -286.7% | -56.1% |
| 1Y | +21.0% | +255.9% | -234.9% | -25.2% |
| 3Y | +516.5% | +60.2% | +456.3% | +403.3% |
| All | +516.5% | +65.2% | +451.3% | +403.3% |
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