+25.7%
C vs TXG
+254.8%
-229.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.1% |
| 7D | +4.2% | -1.8% | +6.0% | +4.3% |
| 30D | +2.0% | -20.4% | +22.4% | +4.0% |
| 3M | -10.1% | +0.1% | -10.2% | -11.2% |
| 6M | +1.0% | +176.2% | -175.2% | -14.7% |
| YTD | +8.5% | +256.8% | -248.3% | -11.7% |
| 1Y | +25.7% | +255.9% | -230.2% | +2.3% |
| All | +25.7% | +254.8% | -229.1% | +2.3% |
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