-22.5%
PLTD vs TXG
+254.8%
-277.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +1.9% |
| 7D | -4.8% | -1.8% | -2.9% | -4.9% |
| 30D | +16.9% | -20.4% | +37.3% | +13.5% |
| 3M | +2.6% | +0.1% | +2.5% | +5.8% |
| 6M | -36.2% | +176.2% | -212.4% | -19.2% |
| YTD | -19.4% | +256.8% | -276.2% | +8.2% |
| 1Y | -22.5% | +255.9% | -278.4% | +4.0% |
| All | -22.5% | +254.8% | -277.3% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling