+36.3%
CMS vs TXG
+24.6%
+11.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.0% |
| 7D | +0.2% | +9.1% | -9.0% | -0.1% |
| 30D | -1.3% | +14.9% | -16.2% | -1.8% |
| 3M | -5.4% | +120.0% | -125.4% | -8.3% |
| 6M | -10.3% | +221.8% | -232.1% | -14.7% |
| YTD | -0.2% | +312.6% | -312.8% | -6.2% |
| 1Y | -0.9% | +398.4% | -399.3% | -7.8% |
| 3Y | +34.0% | +42.1% | -8.1% | +30.4% |
| 5Y | +23.6% | -63.5% | +87.0% | +23.9% |
| All | +36.3% | +24.6% | +11.7% | +13.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling