+60.0%
CNH vs TXG
+27.0%
+33.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.7% | +0.1% |
| 7D | -5.7% | +9.5% | -15.2% | -7.1% |
| 30D | +26.6% | +18.8% | +7.8% | +22.9% |
| 3M | +31.1% | +136.1% | -105.0% | +12.6% |
| 6M | +24.9% | +235.2% | -210.4% | +0.4% |
| YTD | +48.7% | +320.5% | -271.8% | +14.5% |
| 1Y | +22.2% | +425.2% | -403.0% | -10.8% |
| 3Y | +7.4% | +42.9% | -35.5% | -9.0% |
| 5Y | +10.8% | -62.8% | +73.7% | +4.3% |
| All | +60.0% | +27.0% | +33.0% | +14.0% |
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