+48.9%
CI vs TXG
-61.2%
+110.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.7% | -9.0% | +0.5% |
| 7D | +0.1% | +5.5% | -5.4% | 0.0% |
| 30D | +4.7% | -19.3% | +24.0% | +5.1% |
| 3M | +5.2% | +25.0% | -19.8% | +4.2% |
| 6M | +3.8% | +201.2% | -197.4% | -0.2% |
| YTD | +9.2% | +298.8% | -289.6% | +3.8% |
| 1Y | +14.3% | +326.6% | -312.3% | +8.1% |
| 3Y | +8.4% | +78.3% | -69.9% | +4.6% |
| All | +48.9% | -61.2% | +110.1% | +38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling