+19.9%
CAVA vs TXG
+406.9%
-387.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.4% | -0.6% | +2.5% |
| 7D | +14.2% | -19.3% | +33.5% | +16.5% |
| 30D | +14.6% | -30.9% | +45.5% | +18.8% |
| 3M | -2.3% | +41.1% | -43.4% | -8.2% |
| 6M | -30.5% | +211.9% | -242.4% | -42.9% |
| YTD | +5.6% | +314.0% | -308.4% | -19.5% |
| 1Y | +19.9% | +405.4% | -385.5% | -13.4% |
| All | +19.9% | +406.9% | -387.0% | -13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling