-3.1%
CMG vs TXG
-62.8%
+59.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | -0.3% |
| 7D | -2.1% | +9.5% | -11.5% | -3.4% |
| 30D | +10.9% | +18.8% | -7.9% | +8.0% |
| 3M | +15.8% | +136.1% | -120.3% | +1.3% |
| 6M | +6.9% | +235.2% | -228.3% | -12.2% |
| YTD | -2.2% | +320.5% | -322.7% | -22.7% |
| 1Y | -7.1% | +425.2% | -432.3% | -30.0% |
| 3Y | -7.1% | +42.9% | -50.0% | -17.4% |
| All | -3.1% | -62.8% | +59.7% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling