+17.9%
PM vs TXG
+453.6%
-435.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | +1.0% |
| 7D | +4.7% | +9.5% | -4.8% | +5.5% |
| 30D | +2.6% | +18.8% | -16.2% | +4.3% |
| 3M | +6.6% | +136.1% | -129.5% | +15.2% |
| 6M | +16.5% | +235.2% | -218.7% | +29.3% |
| YTD | +21.2% | +320.5% | -299.4% | +36.6% |
| 1Y | +17.9% | +425.2% | -407.3% | +33.1% |
| All | +17.9% | +453.6% | -435.7% | +33.1% |
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