+221.3%
CF vs TXG
+16.0%
+205.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -3.2% |
| 7D | +6.0% | +1.8% | +4.2% | +5.9% |
| 30D | +14.8% | +32.0% | -17.2% | +13.2% |
| 3M | +14.1% | +87.0% | -73.0% | +10.3% |
| 6M | +28.5% | +180.1% | -151.5% | +21.1% |
| YTD | +74.9% | +284.1% | -209.2% | +61.1% |
| 1Y | +61.7% | +361.7% | -300.0% | +46.2% |
| 3Y | +80.3% | +15.9% | +64.4% | +75.0% |
| 5Y | +226.0% | -66.2% | +292.1% | +235.8% |
| All | +221.3% | +16.0% | +205.3% | +155.0% |
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