+136.5%
TEL vs TXG
+24.6%
+111.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.7% | -0.6% |
| 7D | +1.2% | +9.1% | -7.9% | -0.3% |
| 30D | -4.1% | +14.9% | -19.0% | -6.7% |
| 3M | -2.6% | +120.0% | -122.5% | -16.3% |
| 6M | 0.0% | +221.8% | -221.8% | -20.2% |
| YTD | -9.1% | +312.6% | -321.6% | -31.1% |
| 1Y | -0.8% | +398.4% | -399.3% | -28.4% |
| 3Y | +67.4% | +42.1% | +25.3% | +41.8% |
| 5Y | +51.8% | -63.5% | +115.2% | +50.7% |
| All | +136.5% | +24.6% | +111.9% | +76.1% |
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 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