-17.3%
TEM vs TXG
+372.5%
-389.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.4% |
| 7D | +0.9% | +1.8% | -0.9% | -0.1% |
| 30D | +38.4% | +32.0% | +6.4% | +22.0% |
| 3M | +23.7% | +87.0% | -63.4% | -6.8% |
| 6M | +26.0% | +180.1% | -154.1% | -19.8% |
| YTD | +9.4% | +284.1% | -274.7% | -39.3% |
| 1Y | -17.3% | +361.7% | -379.0% | -57.5% |
| All | -17.3% | +372.5% | -389.8% | -57.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling