+31.0%
PL vs TXG
-65.2%
+96.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.1% |
| 7D | +10.0% | -1.8% | +11.9% | +11.0% |
| 30D | -2.3% | -20.4% | +18.1% | +5.6% |
| 3M | -44.2% | +0.1% | -44.3% | -45.8% |
| 6M | -66.1% | +176.2% | -242.3% | -78.1% |
| YTD | -30.0% | +256.8% | -286.7% | -60.0% |
| 1Y | +21.0% | +255.9% | -234.9% | -32.0% |
| 3Y | +516.5% | +60.2% | +456.3% | +334.6% |
| All | +31.0% | -65.2% | +96.2% | +99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling