+30.0%
TXG vs PSLV
+209.5%
-179.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +3.0% | +3.2% |
| 7D | +9.5% | -3.5% | +12.9% | +10.8% |
| 30D | +18.8% | -2.1% | +20.9% | +19.8% |
| 3M | +136.1% | -1.6% | +137.8% | +137.8% |
| 6M | +235.2% | -25.5% | +260.7% | +265.0% |
| YTD | +320.5% | -11.4% | +332.0% | +315.4% |
| 1Y | +425.2% | +48.6% | +376.6% | +329.5% |
| 3Y | +42.9% | +166.9% | -124.0% | -4.7% |
| 5Y | -62.8% | +152.4% | -215.2% | -75.5% |
| All | +30.0% | +209.5% | -179.4% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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