+67.6%
CF vs TXG
+67.8%
-0.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.8% | +6.1% | +1.3% |
| 7D | +5.4% | +1.8% | +3.6% | +5.4% |
| 30D | +6.5% | -17.7% | +24.2% | +6.4% |
| 3M | +4.6% | +2.3% | +2.3% | +4.2% |
| 6M | -3.3% | +182.5% | -185.8% | -4.7% |
| YTD | +63.9% | +262.4% | -198.5% | +58.6% |
| 1Y | +50.4% | +254.1% | -203.7% | +45.5% |
| All | +67.6% | +67.8% | -0.2% | +62.6% |
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 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