+45.9%
TEM vs TXG
+238.5%
-192.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.8% | -3.4% |
| 7D | -9.2% | +5.0% | -14.2% | -11.7% |
| 30D | +5.5% | +13.5% | -8.0% | -0.6% |
| 3M | +18.7% | +128.0% | -109.3% | -22.0% |
| 6M | +15.4% | +224.4% | -209.0% | -37.6% |
| YTD | -0.5% | +307.0% | -307.5% | -53.2% |
| 1Y | -24.8% | +427.2% | -452.1% | -70.3% |
| All | +45.9% | +238.5% | -192.6% | -36.5% |
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