+107.1%
CG vs TXG
+27.0%
+80.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.3% | -5.0% | -2.4% |
| 7D | -9.9% | +9.5% | -19.3% | -11.7% |
| 30D | -11.7% | +18.8% | -30.4% | -15.2% |
| 3M | -4.3% | +136.1% | -140.4% | -22.6% |
| 6M | -8.8% | +235.2% | -244.0% | -33.0% |
| YTD | -26.9% | +320.5% | -347.4% | -49.4% |
| 1Y | -35.4% | +425.2% | -460.6% | -58.5% |
| 3Y | +43.0% | +42.9% | +0.1% | +15.9% |
| 5Y | +1.9% | -62.8% | +64.7% | -3.8% |
| All | +107.1% | +27.0% | +80.1% | +50.6% |
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