+10.9%
CMG vs TXG
+406.9%
-396.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.4% | +2.4% | +5.7% |
| 7D | +22.5% | -19.3% | +41.8% | +23.6% |
| 30D | +14.1% | -30.9% | +45.0% | +16.1% |
| 3M | +4.1% | +41.1% | -37.0% | -0.7% |
| 6M | +10.1% | +211.9% | -201.8% | -3.3% |
| YTD | -4.9% | +314.0% | -318.8% | -17.2% |
| 1Y | +10.9% | +405.4% | -394.5% | -3.6% |
| All | +10.9% | +406.9% | -396.0% | -3.6% |
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 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