+73.0%
CF vs TXG
+17.1%
+55.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -3.2% |
| 7D | +6.0% | +1.8% | +4.2% | +6.0% |
| 30D | +14.8% | +32.0% | -17.2% | +14.5% |
| 3M | +14.1% | +87.0% | -73.0% | +13.1% |
| 6M | +28.5% | +180.1% | -151.5% | +26.4% |
| YTD | +74.9% | +284.1% | -209.2% | +69.0% |
| 1Y | +61.7% | +361.7% | -300.0% | +54.0% |
| All | +73.0% | +17.1% | +55.9% | +71.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling