-41.3%
CORZ vs TXG
+406.9%
-448.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +3.4% | -13.8% | -11.1% |
| 7D | -14.9% | -19.3% | +4.3% | -11.2% |
| 30D | -23.1% | -30.9% | +7.8% | -18.1% |
| 3M | -44.1% | +41.1% | -85.1% | -48.6% |
| 6M | -39.5% | +211.9% | -251.4% | -51.7% |
| YTD | -12.4% | +314.0% | -326.3% | -34.1% |
| 1Y | -41.3% | +405.4% | -446.7% | -56.8% |
| All | -41.3% | +406.9% | -448.2% | -56.8% |
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