-48.5%
TE vs TXG
-15.5%
-33.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +4.7% | +5.3% | +8.4% |
| 7D | +18.2% | +9.4% | +8.9% | +14.7% |
| 30D | -13.5% | +26.1% | -39.6% | -21.2% |
| 3M | -44.6% | +124.8% | -169.4% | -59.4% |
| 6M | -24.7% | +215.2% | -239.9% | -51.6% |
| YTD | -24.3% | +302.2% | -326.5% | -55.9% |
| 1Y | +155.6% | +370.9% | -215.4% | +38.6% |
| 3Y | -18.3% | +38.5% | -56.8% | -36.9% |
| 5Y | -41.3% | -64.4% | +23.1% | -49.0% |
| All | -48.5% | -15.5% | -33.0% | -57.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling