-11.8%
CAG vs TXG
+372.5%
-384.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.9% |
| 7D | -3.8% | +1.8% | -5.6% | -3.8% |
| 30D | +3.1% | +32.0% | -28.9% | +3.3% |
| 3M | +23.5% | +87.0% | -63.5% | +24.0% |
| 6M | -14.8% | +180.1% | -194.9% | -15.8% |
| YTD | -5.4% | +284.1% | -289.6% | -6.3% |
| 1Y | -11.8% | +361.7% | -373.5% | -12.0% |
| All | -11.8% | +372.5% | -384.3% | -12.0% |
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