+312.8%
TXG vs PLTU
+129.7%
+183.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.0% | -0.7% |
| 7D | +5.0% | -17.7% | +22.7% | +7.8% |
| 30D | +13.5% | -12.5% | +26.0% | +15.0% |
| 3M | +128.0% | +39.5% | +88.5% | +111.2% |
| 6M | +224.4% | -7.0% | +231.4% | +212.6% |
| YTD | +307.0% | -38.1% | +345.1% | +310.8% |
| 1Y | +427.2% | -36.0% | +463.2% | +420.6% |
| All | +312.8% | +129.7% | +183.1% | +197.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTU.
Daily Out/Under-Performance
Portfolio return minus PLTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTU 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 PLTU 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