+96.9%
PSX vs TXG
+406.9%
-310.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.4% | -7.9% | -4.4% |
| 7D | -5.2% | -19.3% | +14.1% | -5.8% |
| 30D | -3.7% | -30.9% | +27.2% | -4.5% |
| 3M | +26.8% | +41.1% | -14.3% | +28.5% |
| 6M | +47.3% | +211.9% | -164.6% | +54.6% |
| YTD | +105.4% | +314.0% | -208.6% | +112.6% |
| 1Y | +96.9% | +405.4% | -308.5% | +106.1% |
| All | +96.9% | +406.9% | -310.0% | +106.1% |
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