+42.9%
TXG vs PSLV
+165.9%
-123.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +19.9% |
| 3M | +136.1% | -1.6% | +137.8% | +137.7% |
| 6M | +235.2% | -25.5% | +260.7% | +265.5% |
| YTD | +320.5% | -11.4% | +332.0% | +303.7% |
| 1Y | +425.2% | +48.6% | +376.6% | +293.7% |
| 3Y | +42.9% | +166.9% | -124.0% | -20.5% |
| All | +42.9% | +165.9% | -123.0% | -20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling