+49.0%
CG vs TXG
+41.0%
+8.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.6% | -6.6% | -4.5% |
| 7D | -6.4% | +9.1% | -15.6% | -8.1% |
| 30D | -7.1% | +14.9% | -21.9% | -9.9% |
| 3M | -1.6% | +120.0% | -121.6% | -17.9% |
| 6M | -8.3% | +221.8% | -230.1% | -30.7% |
| YTD | -23.8% | +312.6% | -336.4% | -46.0% |
| 1Y | -28.7% | +398.4% | -427.2% | -52.8% |
| All | +49.0% | +41.0% | +8.0% | +35.9% |
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