+135.3%
PSX vs TXG
+41.0%
+94.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -1.9% | +0.5% |
| 7D | +1.8% | +9.1% | -7.3% | +1.2% |
| 30D | +21.6% | +14.9% | +6.8% | +20.4% |
| 3M | +46.5% | +120.0% | -73.5% | +38.2% |
| 6M | +62.0% | +221.8% | -159.8% | +47.3% |
| YTD | +106.3% | +312.6% | -206.2% | +82.3% |
| 1Y | +103.0% | +398.4% | -295.5% | +74.3% |
| All | +135.3% | +41.0% | +94.3% | +96.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling