+318.0%
CORZ vs TXG
+36.4%
+281.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.8% | +3.5% | -0.2% |
| 7D | +26.4% | +1.8% | +24.6% | +25.8% |
| 30D | -6.8% | -17.7% | +10.9% | -2.6% |
| 3M | -31.1% | +2.3% | -33.4% | -32.1% |
| 6M | -36.9% | +182.5% | -219.4% | -50.4% |
| YTD | -1.2% | +262.4% | -263.6% | -27.3% |
| 1Y | -12.5% | +254.1% | -266.6% | -35.5% |
| All | +318.0% | +36.4% | +281.6% | +280.5% |
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 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