+34.8%
CF vs TXG
+406.9%
-372.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.4% | -7.8% | -4.1% |
| 7D | -6.9% | -19.3% | +12.4% | -8.2% |
| 30D | -3.7% | -30.9% | +27.2% | -5.8% |
| 3M | -5.0% | +41.1% | -46.0% | -1.1% |
| 6M | -10.5% | +211.9% | -222.3% | +2.7% |
| YTD | +46.5% | +314.0% | -267.5% | +66.2% |
| 1Y | +34.8% | +405.4% | -370.6% | +51.0% |
| All | +34.8% | +406.9% | -372.1% | +51.0% |
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