+103.0%
CME vs TXG
+7.8%
+95.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.8% |
| 7D | +3.9% | -1.8% | +5.8% | +4.0% |
| 30D | +11.3% | -20.4% | +31.7% | +11.6% |
| 3M | +19.6% | +0.1% | +19.5% | +19.1% |
| 6M | +8.1% | +176.2% | -168.1% | +4.4% |
| YTD | +20.4% | +256.8% | -236.4% | +14.8% |
| 1Y | +16.5% | +255.9% | -239.4% | +11.0% |
| 3Y | +66.4% | +60.2% | +6.2% | +63.4% |
| 5Y | +74.5% | -65.1% | +139.5% | +83.2% |
| All | +103.0% | +7.8% | +95.3% | +70.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling