+444.5%
CORZ vs TXG
+51.4%
+393.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.7% | 0.0% | +3.7% |
| 7D | +16.6% | +9.4% | +7.2% | +14.5% |
| 30D | -10.9% | +26.1% | -36.9% | -15.5% |
| 3M | -31.0% | +124.8% | -155.8% | -42.4% |
| 6M | +26.0% | +215.2% | -189.2% | -2.9% |
| YTD | +28.6% | +302.2% | -273.6% | -6.6% |
| 1Y | +34.5% | +370.9% | -336.5% | -7.0% |
| All | +444.5% | +51.4% | +393.1% | +389.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling