+29.5%
CL vs TXG
+21.6%
+7.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.5% |
| 7D | -2.2% | +1.8% | -4.0% | -2.2% |
| 30D | -4.8% | +32.0% | -36.8% | -4.6% |
| 3M | +4.9% | +87.0% | -82.1% | +5.4% |
| 6M | -5.7% | +180.1% | -185.8% | -5.3% |
| YTD | +14.4% | +284.1% | -269.7% | +15.1% |
| 1Y | +8.7% | +361.7% | -352.9% | +9.6% |
| All | +29.5% | +21.6% | +7.8% | +28.1% |
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