+40.2%
CMS vs TXG
+20.5%
+19.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.7% | -9.2% | +0.3% |
| 7D | -0.9% | +5.5% | -6.5% | -1.1% |
| 30D | +7.1% | -19.3% | +26.4% | +7.6% |
| 3M | -1.3% | +25.0% | -26.3% | -2.5% |
| 6M | -2.7% | +201.2% | -203.8% | -7.4% |
| YTD | +2.6% | +298.8% | -296.2% | -3.8% |
| 1Y | -2.0% | +326.6% | -328.6% | -8.5% |
| 3Y | +39.6% | +78.3% | -38.7% | +33.9% |
| 5Y | +35.3% | -61.3% | +96.7% | +34.7% |
| All | +40.2% | +20.5% | +19.7% | +16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling