+539.8%
TER vs TXG
+16.0%
+523.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.4% | +5.7% |
| 7D | +0.6% | +1.8% | -1.2% | +0.1% |
| 30D | -8.3% | +32.0% | -40.3% | -16.5% |
| 3M | -12.2% | +87.0% | -99.2% | -27.8% |
| 6M | +17.1% | +180.1% | -163.0% | -14.7% |
| YTD | +84.7% | +284.1% | -199.4% | +21.7% |
| 1Y | +199.9% | +361.7% | -161.8% | +83.3% |
| 3Y | +232.8% | +15.9% | +216.8% | +175.0% |
| 5Y | +198.6% | -66.2% | +264.7% | +214.6% |
| All | +539.8% | +16.0% | +523.7% | +388.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling