+302.5%
PSX vs TXG
-65.2%
+367.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.9% |
| 7D | +7.8% | -1.8% | +9.6% | +7.9% |
| 30D | -10.9% | -20.4% | +9.5% | -10.0% |
| 3M | +14.5% | +0.1% | +14.4% | +13.5% |
| 6M | +56.1% | +176.2% | -120.1% | +43.8% |
| YTD | +109.6% | +256.8% | -147.2% | +87.7% |
| 1Y | +95.5% | +255.9% | -160.4% | +74.7% |
| 3Y | +156.2% | +60.2% | +96.0% | +128.0% |
| All | +302.5% | -65.2% | +367.7% | +267.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling