-53.1%
TE vs TXG
-11.7%
-41.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.7% | -0.5% |
| 7D | +0.2% | +9.5% | -9.3% | -2.8% |
| 30D | -5.9% | +18.8% | -24.7% | -11.8% |
| 3M | -45.6% | +136.1% | -181.7% | -60.8% |
| 6M | -43.4% | +235.2% | -278.6% | -64.3% |
| YTD | -31.0% | +320.5% | -351.5% | -60.5% |
| 1Y | +145.2% | +425.2% | -280.0% | +28.0% |
| 3Y | -24.1% | +42.9% | -66.9% | -42.1% |
| 5Y | -48.1% | -62.8% | +14.7% | -55.7% |
| All | -53.1% | -11.7% | -41.4% | -61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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