+129.8%
CG vs TXG
+16.0%
+113.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.4% |
| 7D | -4.3% | +1.8% | -6.1% | -4.7% |
| 30D | -5.1% | +32.0% | -37.1% | -11.4% |
| 3M | +8.7% | +87.0% | -78.3% | -7.4% |
| 6M | -9.2% | +180.1% | -189.3% | -30.4% |
| YTD | -18.9% | +284.1% | -303.0% | -42.7% |
| 1Y | -25.6% | +361.7% | -387.3% | -50.9% |
| 3Y | +57.3% | +15.9% | +41.4% | +33.7% |
| 5Y | +10.2% | -66.2% | +76.3% | +6.3% |
| All | +129.8% | +16.0% | +113.7% | +70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling