+51.4%
CF vs TXG
+254.8%
-203.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.7% | 0.0% |
| 7D | +4.8% | -1.8% | +6.6% | +4.6% |
| 30D | +4.7% | -20.4% | +25.1% | +2.9% |
| 3M | +7.4% | +0.1% | +7.4% | +8.8% |
| 6M | +0.6% | +176.2% | -175.6% | +18.5% |
| YTD | +64.1% | +256.8% | -192.7% | +93.5% |
| 1Y | +51.4% | +255.9% | -204.5% | +78.8% |
| All | +51.4% | +254.8% | -203.4% | +78.8% |
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