+101.5%
CFG vs TXG
-65.4%
+167.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.7% | -5.8% | -1.8% |
| 7D | +2.7% | +9.4% | -6.7% | +1.3% |
| 30D | -3.7% | +26.1% | -29.8% | -7.4% |
| 3M | +9.5% | +124.8% | -115.3% | -4.8% |
| 6M | +22.2% | +215.2% | -193.0% | -0.4% |
| YTD | +22.3% | +302.2% | -279.9% | -4.8% |
| 1Y | +39.4% | +370.9% | -331.5% | +4.2% |
| 3Y | +188.5% | +38.5% | +150.0% | +146.3% |
| 5Y | +101.5% | -64.4% | +165.9% | +77.7% |
| All | +101.5% | -65.4% | +167.0% | +77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling