+3.7%
CG vs TXG
-64.0%
+67.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.0% |
| 7D | -9.8% | +5.0% | -14.8% | -10.9% |
| 30D | -10.3% | +13.5% | -23.8% | -13.3% |
| 3M | -1.7% | +128.0% | -129.7% | -21.5% |
| 6M | -9.8% | +224.4% | -234.2% | -35.4% |
| YTD | -25.6% | +307.0% | -332.6% | -50.2% |
| 1Y | -32.5% | +427.2% | -459.8% | -59.0% |
| 3Y | +45.6% | +40.2% | +5.5% | +17.9% |
| 5Y | +3.7% | -64.0% | +67.7% | +5.0% |
| All | +3.7% | -64.0% | +67.7% | +5.0% |
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