+420.1%
CORZ vs TXG
+44.6%
+375.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | +8.4% | +1.8% | +6.6% | +8.0% |
| 30D | -17.8% | +32.0% | -49.8% | -23.1% |
| 3M | -35.9% | +87.0% | -122.9% | -44.4% |
| 6M | +12.9% | +180.1% | -167.1% | -10.8% |
| YTD | +22.9% | +284.1% | -261.2% | -9.9% |
| 1Y | +31.4% | +361.7% | -330.3% | -8.9% |
| All | +420.1% | +44.6% | +375.5% | +371.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling