-59.4%
TXG vs PSLV
+154.2%
-213.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +3.0% | +3.2% |
| 7D | +9.5% | -3.5% | +12.9% | +10.9% |
| 30D | +18.8% | -2.1% | +20.9% | +20.0% |
| 3M | +136.1% | -1.6% | +137.8% | +137.9% |
| 6M | +235.2% | -25.5% | +260.7% | +269.4% |
| YTD | +320.5% | -11.4% | +332.0% | +306.0% |
| 1Y | +425.2% | +48.6% | +376.6% | +292.4% |
| 3Y | +42.9% | +166.9% | -124.0% | -21.0% |
| All | -59.4% | +154.2% | -213.7% | -79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling