+63.6%
CL vs TXG
+7.8%
+55.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +1.8% |
| 7D | +3.2% | -1.8% | +5.1% | +3.2% |
| 30D | +8.0% | -20.4% | +28.4% | +8.1% |
| 3M | +7.9% | +0.1% | +7.8% | +7.6% |
| 6M | +14.7% | +176.2% | -161.4% | +12.6% |
| YTD | +29.2% | +256.8% | -227.6% | +26.2% |
| 1Y | +29.5% | +255.9% | -226.4% | +26.5% |
| 3Y | +40.7% | +60.2% | -19.6% | +38.7% |
| 5Y | +43.9% | -65.1% | +108.9% | +44.4% |
| All | +63.6% | +7.8% | +55.9% | +45.7% |
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 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