+175.1%
CAKE vs TXG
+22.9%
+152.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.1% |
| 7D | -5.6% | +5.0% | -10.6% | -6.5% |
| 30D | -10.5% | +13.5% | -24.0% | -12.9% |
| 3M | +43.6% | +128.0% | -84.4% | +20.7% |
| 6M | +63.0% | +224.4% | -161.4% | +25.9% |
| YTD | +102.9% | +307.0% | -204.1% | +48.4% |
| 1Y | +75.6% | +427.2% | -351.6% | +19.4% |
| 3Y | +257.7% | +40.2% | +217.6% | +199.2% |
| 5Y | +156.0% | -64.0% | +220.0% | +137.1% |
| All | +175.1% | +22.9% | +152.2% | +82.7% |
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