+194.8%
CF vs TXG
+16.5%
+178.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.3% | +5.9% | +2.7% |
| 7D | +4.8% | -3.7% | +8.4% | +4.8% |
| 30D | +9.7% | -22.0% | +31.7% | +10.5% |
| 3M | +1.2% | +7.4% | -6.1% | +0.2% |
| 6M | +7.4% | +191.2% | -183.8% | +0.8% |
| YTD | +60.5% | +285.7% | -225.1% | +46.9% |
| 1Y | +50.7% | +268.3% | -217.5% | +38.1% |
| 3Y | +64.8% | +77.3% | -12.5% | +54.4% |
| 5Y | +115.8% | -62.3% | +178.1% | +119.1% |
| All | +194.8% | +16.5% | +178.3% | +132.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling