+179.3%
CAKE vs TXG
+27.0%
+152.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.3% | -1.8% | +0.9% |
| 7D | -4.5% | +9.5% | -14.0% | -6.2% |
| 30D | -12.4% | +18.8% | -31.2% | -15.5% |
| 3M | +37.3% | +136.1% | -98.8% | +14.7% |
| 6M | +70.7% | +235.2% | -164.5% | +31.1% |
| YTD | +106.0% | +320.5% | -214.6% | +49.7% |
| 1Y | +79.7% | +425.2% | -345.5% | +22.4% |
| 3Y | +267.8% | +42.9% | +224.9% | +206.6% |
| 5Y | +159.9% | -62.8% | +222.7% | +139.3% |
| All | +179.3% | +27.0% | +152.3% | +84.4% |
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