+3.9%
CI vs TXG
+31.6%
-27.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.7% | -6.5% | -1.9% |
| 7D | -2.0% | +9.4% | -11.4% | -2.1% |
| 30D | -1.8% | +26.1% | -27.9% | -2.2% |
| 3M | -4.2% | +124.8% | -129.0% | -5.5% |
| 6M | +2.7% | +215.2% | -212.5% | +0.4% |
| YTD | +1.9% | +302.2% | -300.3% | -0.9% |
| 1Y | -6.3% | +370.9% | -377.2% | -9.5% |
| 3Y | +3.9% | +38.5% | -34.7% | +0.2% |
| All | +3.9% | +31.6% | -27.8% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling