-24.7%
CLX vs TXG
+392.4%
-417.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.4% | -0.9% |
| 7D | -5.9% | +5.0% | -10.9% | -6.1% |
| 30D | -17.0% | +13.5% | -30.5% | -17.5% |
| 3M | -9.6% | +128.0% | -137.6% | -12.8% |
| 6M | -21.5% | +224.4% | -246.0% | -25.8% |
| YTD | -8.8% | +307.0% | -315.8% | -14.2% |
| 1Y | -24.7% | +427.2% | -451.9% | -28.4% |
| All | -24.7% | +392.4% | -417.1% | -28.4% |
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