+96.5%
CI vs TXG
+22.9%
+73.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.3% | +1.1% |
| 7D | -1.3% | +5.0% | -6.3% | -1.6% |
| 30D | +3.1% | +13.5% | -10.4% | +2.4% |
| 3M | -4.5% | +128.0% | -132.5% | -9.0% |
| 6M | +8.3% | +224.4% | -216.2% | +0.7% |
| YTD | +3.8% | +307.0% | -303.2% | -5.0% |
| 1Y | -5.0% | +427.2% | -432.3% | -14.8% |
| 3Y | +5.8% | +40.2% | -34.4% | +1.4% |
| 5Y | +50.6% | -64.0% | +114.6% | +60.2% |
| All | +96.5% | +22.9% | +73.5% | +51.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling