+199.8%
TER vs TXG
+372.5%
-172.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.9% | +6.3% | +5.7% |
| 7D | +0.6% | +1.8% | -1.2% | +0.1% |
| 30D | -8.3% | +32.0% | -40.3% | -16.4% |
| 3M | -12.2% | +87.0% | -99.3% | -27.5% |
| 6M | +17.0% | +180.1% | -163.0% | -12.7% |
| YTD | +84.6% | +284.1% | -199.5% | +30.9% |
| 1Y | +199.8% | +361.7% | -161.9% | +106.6% |
| All | +199.8% | +372.5% | -172.7% | +106.6% |
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