+1,269.2%
CLS vs TXG
+37.5%
+1,231.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.7% | +0.9% | +4.6% |
| 7D | +12.8% | +9.4% | +3.4% | +10.6% |
| 30D | +3.8% | +26.1% | -22.3% | -1.7% |
| 3M | -14.6% | +124.8% | -139.4% | -29.1% |
| 6M | +32.2% | +215.2% | -183.0% | +1.7% |
| YTD | +11.6% | +302.2% | -290.6% | -19.3% |
| 1Y | +35.1% | +370.9% | -335.9% | -6.3% |
| All | +1,269.2% | +37.5% | +1,231.7% | +956.8% |
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