-17.9%
CG vs TXG
+180.6%
-198.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.6% | +1.1% |
| 7D | +0.2% | -1.8% | +2.0% | +0.4% |
| 30D | +11.2% | -20.4% | +31.6% | +12.1% |
| 3M | -22.1% | +0.1% | -22.2% | -22.6% |
| 6M | -17.9% | +176.2% | -194.1% | -20.2% |
| All | -17.9% | +180.6% | -198.5% | -20.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling