+56.5%
TEL vs TXG
-62.8%
+119.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.3% | +0.3% | +3.0% |
| 7D | +1.6% | +9.5% | -7.9% | 0.0% |
| 30D | -0.7% | +18.8% | -19.4% | -3.8% |
| 3M | +2.4% | +136.1% | -133.7% | -13.0% |
| 6M | +4.1% | +235.2% | -231.1% | -17.3% |
| YTD | -5.8% | +320.5% | -326.4% | -28.7% |
| 1Y | +0.9% | +425.2% | -424.3% | -27.5% |
| 3Y | +72.6% | +42.9% | +29.7% | +46.7% |
| All | +56.5% | -62.8% | +119.3% | +43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling