+24.1%
CMS vs TXG
-65.4%
+89.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.7% | -4.2% | +0.4% |
| 7D | +1.2% | +9.4% | -8.1% | +1.0% |
| 30D | -3.2% | +26.1% | -29.2% | -3.8% |
| 3M | -2.2% | +124.8% | -127.0% | -4.7% |
| 6M | -9.4% | +215.2% | -224.7% | -12.9% |
| YTD | +0.7% | +302.2% | -301.5% | -4.1% |
| 1Y | +0.4% | +370.9% | -370.6% | -5.2% |
| 3Y | +35.2% | +38.5% | -3.3% | +33.0% |
| 5Y | +24.1% | -64.4% | +88.5% | +14.2% |
| All | +24.1% | -65.4% | +89.6% | +14.2% |
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