+83.0%
PL vs TXG
-67.9%
+151.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.0% |
| 7D | -9.3% | +1.8% | -11.1% | -9.9% |
| 30D | -18.9% | +32.0% | -50.9% | -27.1% |
| 3M | -58.4% | +87.0% | -145.4% | -67.2% |
| 6M | -30.3% | +180.1% | -210.4% | -53.2% |
| YTD | -8.1% | +284.1% | -292.2% | -45.5% |
| 1Y | +180.5% | +361.7% | -181.2% | +50.5% |
| 3Y | +444.1% | +15.9% | +428.2% | +350.0% |
| 5Y | +83.0% | -66.2% | +149.2% | +79.7% |
| All | +83.0% | -67.9% | +151.0% | +79.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling