+46.6%
TEM vs TXG
+249.8%
-203.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.9% | -1.3% |
| 7D | -8.7% | +9.5% | -18.2% | -13.2% |
| 30D | +8.1% | +18.8% | -10.7% | -0.6% |
| 3M | +19.0% | +136.1% | -117.1% | -23.3% |
| 6M | +12.0% | +235.2% | -223.2% | -40.5% |
| YTD | -0.1% | +320.5% | -320.6% | -53.8% |
| 1Y | -33.5% | +425.2% | -458.7% | -73.7% |
| All | +46.6% | +249.8% | -203.2% | -37.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling