+75.0%
CME vs TXG
+22.9%
+52.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.1% | -0.2% |
| 7D | -2.4% | +5.0% | -7.4% | -2.5% |
| 30D | +6.2% | +13.5% | -7.3% | +5.8% |
| 3M | +4.4% | +128.0% | -123.7% | +2.0% |
| 6M | -9.6% | +224.4% | -234.1% | -13.0% |
| YTD | +3.8% | +307.0% | -303.2% | -1.0% |
| 1Y | +9.5% | +427.2% | -417.7% | +3.2% |
| 3Y | +51.9% | +40.2% | +11.8% | +51.7% |
| 5Y | +78.7% | -64.0% | +142.7% | +88.8% |
| All | +75.0% | +22.9% | +52.1% | +47.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling