+39.9%
CL vs TXG
-66.4%
+106.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -2.2% |
| 7D | +1.3% | -15.4% | +16.8% | +1.3% |
| 30D | +11.4% | -22.1% | +33.5% | +11.3% |
| 3M | +4.4% | +30.0% | -25.6% | +4.1% |
| 6M | +10.8% | +160.7% | -149.9% | +9.7% |
| YTD | +25.1% | +263.5% | -238.3% | +23.6% |
| 1Y | +28.0% | +356.0% | -328.0% | +26.0% |
| 3Y | +37.6% | +53.4% | -15.8% | +37.1% |
| All | +39.9% | -66.4% | +106.2% | +24.7% |
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 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