+25.8%
TXG vs PSLV
+208.6%
-182.7%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.3% | +4.0% | +0.5% |
| 7D | +5.0% | -4.9% | +9.9% | +6.8% |
| 30D | +13.5% | -1.9% | +15.4% | +14.4% |
| 3M | +128.0% | +4.2% | +123.8% | +125.4% |
| 6M | +224.4% | -27.6% | +252.0% | +256.3% |
| YTD | +307.0% | -11.7% | +318.7% | +302.4% |
| 1Y | +427.2% | +49.3% | +377.9% | +330.4% |
| 3Y | +40.2% | +167.1% | -127.0% | -6.5% |
| 5Y | -64.0% | +151.7% | -215.7% | -76.2% |
| All | +25.8% | +208.6% | -182.7% | -28.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling