+190.6%
CFG vs TXG
+70.4%
+120.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.7% | -6.8% | +1.6% |
| 7D | +0.3% | +5.5% | -5.3% | -0.7% |
| 30D | +3.2% | -19.3% | +22.6% | +5.7% |
| 3M | -9.7% | +25.0% | -34.7% | -14.3% |
| 6M | +3.6% | +201.2% | -197.5% | -16.1% |
| YTD | +14.7% | +298.8% | -284.2% | -12.8% |
| 1Y | +29.6% | +326.6% | -297.0% | -3.3% |
| 3Y | +190.6% | +78.3% | +112.2% | +133.3% |
| All | +190.6% | +70.4% | +120.2% | +133.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling