+246.8%
PM vs TXG
+16.0%
+230.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.9% |
| 7D | -4.9% | +1.8% | -6.7% | -4.9% |
| 30D | -3.4% | +32.0% | -35.4% | -3.6% |
| 3M | +5.2% | +87.0% | -81.8% | +4.5% |
| 6M | +3.7% | +180.1% | -176.4% | +2.3% |
| YTD | +15.8% | +284.1% | -268.4% | +13.4% |
| 1Y | +17.4% | +361.7% | -344.3% | +14.2% |
| 3Y | +116.9% | +15.9% | +101.0% | +120.8% |
| 5Y | +117.3% | -66.2% | +183.5% | +127.0% |
| All | +246.8% | +16.0% | +230.8% | +220.1% |
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 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