+157.7%
CFG vs TXG
+24.6%
+133.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.3% |
| 7D | -0.6% | +9.1% | -9.7% | -1.9% |
| 30D | -4.5% | +14.9% | -19.4% | -6.7% |
| 3M | +6.3% | +120.0% | -113.7% | -6.7% |
| 6M | +20.6% | +221.8% | -201.2% | -1.1% |
| YTD | +21.2% | +312.6% | -291.3% | -4.9% |
| 1Y | +38.2% | +398.4% | -360.3% | +3.9% |
| 3Y | +185.9% | +42.1% | +143.8% | +145.2% |
| 5Y | +97.0% | -63.5% | +160.4% | +87.3% |
| All | +157.7% | +24.6% | +133.1% | +74.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling