-32.8%
CAG vs TXG
+27.0%
-59.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.3% | -4.0% | -0.7% |
| 7D | -5.7% | +9.5% | -15.2% | -5.8% |
| 30D | -2.4% | +18.8% | -21.2% | -2.7% |
| 3M | +9.8% | +136.1% | -126.3% | +8.2% |
| 6M | -10.8% | +235.2% | -246.1% | -12.8% |
| YTD | -10.8% | +320.5% | -331.4% | -13.2% |
| 1Y | -19.0% | +425.2% | -444.1% | -21.6% |
| 3Y | -39.7% | +42.9% | -82.6% | -40.9% |
| 5Y | -43.0% | -62.8% | +19.8% | -43.5% |
| All | -32.8% | +27.0% | -59.8% | -40.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling