+103.1%
TXT vs PSLV
+190.6%
-87.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.3% |
| 7D | +2.5% | -3.5% | +5.9% | +2.9% |
| 30D | -8.9% | -2.1% | -6.7% | -8.7% |
| 3M | -13.6% | -1.6% | -11.9% | -13.6% |
| 6M | -13.1% | -25.5% | +12.4% | -10.4% |
| YTD | -7.0% | -11.4% | +4.4% | -9.2% |
| 1Y | -1.4% | +48.6% | -50.0% | -12.5% |
| 3Y | +7.0% | +166.9% | -159.9% | -15.6% |
| 5Y | +15.4% | +152.4% | -137.0% | -9.5% |
| All | +103.1% | +190.6% | -87.5% | +44.1% |
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