+347.2%
TER vs TXG
+7.8%
+339.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.5% | -3.8% | -4.9% |
| 7D | +14.4% | -1.8% | +16.2% | +15.1% |
| 30D | -30.6% | -20.4% | -10.2% | -25.6% |
| 3M | -39.2% | +0.1% | -39.3% | -39.9% |
| 6M | -31.3% | +176.2% | -207.4% | -49.9% |
| YTD | +29.1% | +256.8% | -227.7% | -13.7% |
| 1Y | +47.4% | +255.9% | -208.5% | -2.0% |
| 3Y | +191.2% | +60.2% | +131.0% | +118.7% |
| 5Y | +74.0% | -65.1% | +139.1% | +81.7% |
| All | +347.2% | +7.8% | +339.4% | +246.4% |
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