-35.5%
CLS vs TXG
+180.6%
-216.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.5% | -3.8% | -4.8% |
| 7D | +16.3% | -1.8% | +18.1% | +16.8% |
| 30D | -25.7% | -20.4% | -5.3% | -19.2% |
| 3M | -30.9% | +0.1% | -30.9% | -32.3% |
| 6M | -35.5% | +176.2% | -211.7% | -51.7% |
| All | -35.5% | +180.6% | -216.1% | -51.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling