+425.9%
CORZ vs TXG
+55.3%
+370.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.6% | -6.0% | -4.0% |
| 7D | +7.6% | +9.1% | -1.5% | +5.7% |
| 30D | -6.9% | +14.9% | -21.8% | -9.7% |
| 3M | -33.0% | +120.0% | -153.0% | -43.8% |
| 6M | +19.3% | +221.8% | -202.5% | -8.5% |
| YTD | +24.2% | +312.6% | -288.3% | -10.3% |
| 1Y | +24.5% | +398.4% | -373.9% | -15.0% |
| All | +425.9% | +55.3% | +370.6% | +369.7% |
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