+78.8%
CME vs TXG
+16.0%
+62.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -1.6% | +1.8% | -3.4% | -1.6% |
| 30D | +6.2% | +32.0% | -25.8% | +5.5% |
| 3M | +10.4% | +87.0% | -76.6% | +8.5% |
| 6M | -9.5% | +180.1% | -189.6% | -12.4% |
| YTD | +6.0% | +284.1% | -278.1% | +1.3% |
| 1Y | +9.3% | +361.7% | -352.4% | +3.4% |
| 3Y | +57.7% | +15.9% | +41.7% | +59.1% |
| 5Y | +77.7% | -66.2% | +143.9% | +88.0% |
| All | +78.8% | +16.0% | +62.8% | +50.6% |
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