+481.6%
CAH vs TXG
+27.0%
+454.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -3.9% | -0.8% |
| 7D | -5.1% | +9.5% | -14.6% | -5.5% |
| 30D | +0.2% | +18.8% | -18.6% | -0.6% |
| 3M | +6.3% | +136.1% | -129.8% | +1.9% |
| 6M | +9.4% | +235.2% | -225.8% | +2.9% |
| YTD | +15.0% | +320.5% | -305.6% | +6.7% |
| 1Y | +55.4% | +425.2% | -369.7% | +42.2% |
| 3Y | +173.8% | +42.9% | +130.9% | +164.0% |
| 5Y | +395.2% | -62.8% | +458.0% | +429.4% |
| All | +481.6% | +27.0% | +454.5% | +400.7% |
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