-0.9%
CMS vs TXG
+385.8%
-386.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -0.9% |
| 7D | +0.2% | +9.1% | -9.0% | +0.2% |
| 30D | -1.3% | +14.9% | -16.2% | -1.1% |
| 3M | -5.4% | +120.0% | -125.4% | -5.4% |
| 6M | -10.3% | +221.8% | -232.1% | -11.2% |
| YTD | -0.2% | +312.6% | -312.8% | -1.8% |
| 1Y | -0.9% | +398.4% | -399.3% | -2.7% |
| All | -0.9% | +385.8% | -386.7% | -2.7% |
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 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