+495.0%
CAH vs TXG
+24.6%
+470.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.3% |
| 7D | -2.2% | +9.1% | -11.4% | -2.6% |
| 30D | +1.2% | +14.9% | -13.7% | +0.5% |
| 3M | +13.1% | +120.0% | -106.9% | +8.8% |
| 6M | +8.5% | +221.8% | -213.3% | +2.2% |
| YTD | +17.6% | +312.6% | -295.0% | +9.3% |
| 1Y | +60.7% | +398.4% | -337.8% | +47.3% |
| 3Y | +183.2% | +42.1% | +141.1% | +173.0% |
| 5Y | +402.2% | -63.5% | +465.6% | +437.2% |
| All | +495.0% | +24.6% | +470.4% | +412.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling