+26.0%
C vs TXG
+406.9%
-380.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.4% | -1.8% | +1.3% |
| 7D | +1.1% | -19.3% | +20.3% | +3.0% |
| 30D | -2.4% | -30.9% | +28.5% | +0.5% |
| 3M | -8.4% | +41.1% | -49.4% | -12.8% |
| 6M | +0.3% | +211.9% | -211.5% | -14.6% |
| YTD | +9.1% | +314.0% | -304.9% | -9.9% |
| 1Y | +26.0% | +405.4% | -379.3% | +3.4% |
| All | +26.0% | +406.9% | -380.9% | +3.4% |
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 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