+44.6%
C vs TXG
+385.8%
-341.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.5% |
| 7D | +2.6% | +9.1% | -6.6% | +1.7% |
| 30D | +1.9% | +14.9% | -13.0% | +0.5% |
| 3M | +2.8% | +120.0% | -117.2% | -6.2% |
| 6M | +30.6% | +221.8% | -191.3% | +13.4% |
| YTD | +19.9% | +312.6% | -292.7% | +2.0% |
| 1Y | +44.6% | +398.4% | -353.9% | +21.2% |
| All | +44.6% | +385.8% | -341.3% | +21.2% |
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