-31.9%
CORZ vs TXG
+300.4%
-332.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.3% | +6.5% | +4.1% |
| 7D | -7.8% | -3.7% | -4.1% | -6.9% |
| 30D | -14.8% | -22.0% | +7.2% | -9.7% |
| 3M | -32.5% | +7.4% | -39.9% | -34.3% |
| 6M | -42.7% | +191.2% | -233.9% | -56.3% |
| YTD | -9.8% | +285.7% | -295.5% | -38.5% |
| 1Y | -31.9% | +268.3% | -300.2% | -53.3% |
| All | -31.9% | +300.4% | -332.3% | -53.3% |
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