+52.2%
TEM vs TXG
+243.1%
-190.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.6% | -7.3% | -6.1% |
| 7D | -1.1% | +9.1% | -10.2% | -5.8% |
| 30D | +11.3% | +14.9% | -3.6% | +4.2% |
| 3M | +25.5% | +120.0% | -94.5% | -16.3% |
| 6M | +17.1% | +221.8% | -204.7% | -36.4% |
| YTD | +3.8% | +312.6% | -308.8% | -51.5% |
| 1Y | -24.4% | +398.4% | -422.8% | -69.1% |
| All | +52.2% | +243.1% | -190.9% | -34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling