+47.0%
CF vs TXG
+314.1%
-267.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.7% | -9.8% | +0.9% |
| 7D | -0.9% | +5.5% | -6.4% | -0.2% |
| 30D | +6.9% | -19.3% | +26.3% | +5.5% |
| 3M | +4.8% | +25.0% | -20.2% | +8.6% |
| 6M | +4.7% | +201.2% | -196.5% | +24.2% |
| YTD | +56.5% | +298.8% | -242.3% | +86.6% |
| All | +47.0% | +314.1% | -267.1% | +74.6% |
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