+281.7%
CORZ vs TXG
+45.2%
+236.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.3% | +6.5% | +4.0% |
| 7D | -7.8% | -3.7% | -4.1% | -7.0% |
| 30D | -14.8% | -22.0% | +7.2% | -10.2% |
| 3M | -32.5% | +7.4% | -39.9% | -34.1% |
| 6M | -42.7% | +191.2% | -233.9% | -55.3% |
| YTD | -9.8% | +285.7% | -295.5% | -34.5% |
| 1Y | -31.9% | +268.3% | -300.2% | -50.2% |
| All | +281.7% | +45.2% | +236.5% | +242.7% |
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