-17.9%
CLS vs TXG
+254.8%
-272.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.5% | -3.8% | -4.9% |
| 7D | +16.3% | -1.8% | +18.1% | +16.8% |
| 30D | -25.7% | -20.4% | -5.3% | -19.9% |
| 3M | -30.9% | +0.1% | -30.9% | -31.7% |
| 6M | -35.5% | +176.2% | -211.7% | -51.8% |
| YTD | -18.7% | +256.8% | -275.5% | -45.4% |
| 1Y | -17.9% | +255.9% | -273.8% | -45.1% |
| All | -17.9% | +254.8% | -272.7% | -45.1% |
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 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