+234.6%
PSX vs TXG
+27.0%
+207.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -3.0% | +0.1% |
| 7D | +1.7% | +9.5% | -7.8% | +1.1% |
| 30D | +15.6% | +18.8% | -3.1% | +14.1% |
| 3M | +46.5% | +136.1% | -89.6% | +37.2% |
| 6M | +55.0% | +235.2% | -180.2% | +40.5% |
| YTD | +105.3% | +320.5% | -215.3% | +82.2% |
| 1Y | +101.6% | +425.2% | -323.6% | +74.4% |
| 3Y | +134.1% | +42.9% | +91.2% | +112.9% |
| 5Y | +368.7% | -62.8% | +431.5% | +352.7% |
| All | +234.6% | +27.0% | +207.6% | +148.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling