+38.4%
CFG vs TXG
+392.4%
-354.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.7% | +0.5% |
| 7D | -1.7% | +5.0% | -6.7% | -2.0% |
| 30D | -4.6% | +13.5% | -18.1% | -5.5% |
| 3M | +7.9% | +128.0% | -120.1% | +0.4% |
| 6M | +19.9% | +224.4% | -204.6% | +7.1% |
| YTD | +21.7% | +307.0% | -285.3% | +6.8% |
| 1Y | +38.4% | +427.2% | -388.8% | +19.2% |
| All | +38.4% | +392.4% | -354.0% | +19.2% |
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