-35.4%
CG vs TXG
+453.6%
-489.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.3% | -5.0% | -2.1% |
| 7D | -9.9% | +9.5% | -19.3% | -10.8% |
| 30D | -11.7% | +18.8% | -30.4% | -13.4% |
| 3M | -4.3% | +136.1% | -140.4% | -13.8% |
| 6M | -8.8% | +235.2% | -244.0% | -22.1% |
| YTD | -26.9% | +320.5% | -347.4% | -38.8% |
| 1Y | -35.4% | +425.2% | -460.6% | -46.4% |
| All | -35.4% | +453.6% | -489.0% | -46.4% |
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