-29.6%
CLS vs TXG
+406.9%
-436.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +3.4% | -12.5% | -10.0% |
| 7D | -21.1% | -19.3% | -1.9% | -16.4% |
| 30D | -38.2% | -30.9% | -7.3% | -32.5% |
| 3M | -36.3% | +41.1% | -77.4% | -43.1% |
| 6M | -43.8% | +211.9% | -255.7% | -58.6% |
| YTD | -20.0% | +314.0% | -334.0% | -45.9% |
| 1Y | -29.6% | +405.4% | -435.0% | -54.7% |
| All | -29.6% | +406.9% | -436.5% | -54.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling