-24.5%
TE vs TXG
+39.1%
-63.7%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.4% | -5.4% | -6.2% |
| 7D | +0.9% | +5.0% | -4.1% | -1.1% |
| 30D | -16.3% | +13.5% | -29.8% | -21.0% |
| 3M | -40.8% | +128.0% | -168.8% | -59.7% |
| 6M | -42.6% | +224.4% | -267.0% | -67.1% |
| YTD | -31.4% | +307.0% | -338.4% | -65.3% |
| 1Y | +144.9% | +427.2% | -282.3% | +7.7% |
| All | -24.5% | +39.1% | -63.7% | -24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling