+229.2%
TER vs TXG
+453.6%
-224.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.3% | -0.8% | +1.6% |
| 7D | +6.4% | +9.5% | -3.1% | +3.7% |
| 30D | -5.7% | +18.8% | -24.5% | -10.4% |
| 3M | -0.4% | +136.1% | -136.5% | -23.1% |
| 6M | +25.8% | +235.2% | -209.4% | -10.2% |
| YTD | +96.4% | +320.5% | -224.1% | +34.4% |
| 1Y | +229.2% | +425.2% | -196.0% | +118.3% |
| All | +229.2% | +453.6% | -224.4% | +118.3% |
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 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