+44.3%
CL vs TXG
+21.5%
+22.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.1% | -0.5% |
| 7D | -1.4% | +9.4% | -10.7% | -1.5% |
| 30D | -5.2% | +26.1% | -31.3% | -5.5% |
| 3M | +3.3% | +124.8% | -121.5% | +2.1% |
| 6M | -4.4% | +215.2% | -219.6% | -6.1% |
| YTD | +13.9% | +302.2% | -288.3% | +11.4% |
| 1Y | +7.6% | +370.9% | -363.3% | +4.8% |
| 3Y | +29.6% | +38.5% | -8.9% | +28.7% |
| 5Y | +28.1% | -64.4% | +92.4% | +29.0% |
| All | +44.3% | +21.5% | +22.8% | +28.6% |
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