+9.5%
CME vs TXG
+392.4%
-382.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.1% | -0.3% |
| 7D | -2.4% | +5.0% | -7.4% | -2.0% |
| 30D | +6.2% | +13.5% | -7.3% | +7.2% |
| 3M | +4.4% | +128.0% | -123.7% | +10.0% |
| 6M | -9.6% | +224.4% | -234.1% | -3.6% |
| YTD | +3.8% | +307.0% | -303.2% | +11.0% |
| 1Y | +9.5% | +427.2% | -417.7% | +18.2% |
| All | +9.5% | +392.4% | -382.9% | +18.2% |
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 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