-23.4%
CG vs TXG
-64.9%
+41.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.8% | +0.5% | -3.2% |
| 7D | -1.5% | +1.8% | -3.3% | -1.9% |
| 30D | +5.7% | -17.7% | +23.4% | +9.3% |
| 3M | -17.9% | +2.3% | -20.2% | -20.7% |
| 6M | -20.2% | +182.5% | -202.7% | -42.0% |
| YTD | -32.0% | +262.4% | -294.4% | -54.5% |
| 1Y | -27.0% | +254.1% | -281.1% | -51.2% |
| 3Y | +42.8% | +66.6% | -23.8% | +6.7% |
| 5Y | -23.4% | -64.5% | +41.1% | -23.9% |
| All | -23.4% | -64.9% | +41.5% | -23.9% |
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 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