+96.5%
CI vs TXG
+16.0%
+80.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.3% |
| 7D | +1.3% | +1.8% | -0.5% | +1.2% |
| 30D | +4.4% | +32.0% | -27.6% | +2.7% |
| 3M | +0.7% | +87.0% | -86.4% | -3.1% |
| 6M | +0.3% | +180.1% | -179.7% | -5.9% |
| YTD | +3.8% | +284.1% | -280.3% | -4.7% |
| 1Y | -5.5% | +361.7% | -367.2% | -14.6% |
| 3Y | +8.1% | +15.9% | -7.8% | +5.1% |
| 5Y | +42.8% | -66.2% | +109.0% | +52.4% |
| All | +96.5% | +16.0% | +80.5% | +51.7% |
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