+295.1%
TXT vs PSLV
+120.6%
+174.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | +0.2% |
| 7D | +0.8% | +3.3% | -2.5% | +0.4% |
| 30D | -10.4% | +2.1% | -12.6% | -10.7% |
| 3M | -14.3% | +7.1% | -21.5% | -15.2% |
| 6M | -15.1% | -21.6% | +6.5% | -13.2% |
| YTD | -8.3% | -6.7% | -1.6% | -10.1% |
| 1Y | -0.7% | +59.3% | -60.0% | -9.9% |
| 3Y | +6.0% | +182.1% | -176.1% | -11.8% |
| 5Y | +12.5% | +162.6% | -150.1% | -6.4% |
| 10Y | +103.2% | +203.0% | -99.8% | +62.6% |
| All | +295.1% | +120.6% | +174.5% | +191.5% |
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 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