-5.0%
CI vs TXG
+392.4%
-397.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.3% | +1.0% |
| 7D | -1.3% | +5.0% | -6.3% | -1.3% |
| 30D | +3.1% | +13.5% | -10.4% | +3.1% |
| 3M | -4.5% | +128.0% | -132.5% | -5.3% |
| 6M | +8.3% | +224.4% | -216.2% | +5.9% |
| YTD | +3.8% | +307.0% | -303.2% | +0.6% |
| 1Y | -5.0% | +427.2% | -432.3% | -11.1% |
| All | -5.0% | +392.4% | -397.4% | -11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling