+38.8%
CFG vs TXG
+372.5%
-333.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | +1.5% | +1.8% | -0.3% | +1.4% |
| 30D | -3.8% | +32.0% | -35.8% | -6.0% |
| 3M | +11.5% | +87.0% | -75.5% | +5.7% |
| 6M | +19.2% | +180.1% | -160.9% | +8.0% |
| YTD | +23.7% | +284.1% | -260.4% | +9.4% |
| 1Y | +38.8% | +361.7% | -322.8% | +20.4% |
| All | +38.8% | +372.5% | -333.6% | +20.4% |
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