+228.2%
TER vs TXG
-63.6%
+291.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | +2.4% |
| 7D | +12.4% | +9.1% | +3.2% | +9.5% |
| 30D | +5.1% | +14.9% | -9.8% | +0.6% |
| 3M | +4.0% | +120.0% | -116.0% | -18.5% |
| 6M | +29.5% | +221.8% | -192.3% | -9.3% |
| YTD | +98.5% | +312.6% | -214.1% | +28.3% |
| 1Y | +234.1% | +398.4% | -164.4% | +100.0% |
| 3Y | +289.0% | +42.1% | +246.9% | +202.8% |
| 5Y | +228.2% | -63.5% | +291.6% | +212.3% |
| All | +228.2% | -63.6% | +291.8% | +212.3% |
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 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