-10.0%
CRM vs TXG
+406.9%
-416.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.4% | -1.2% | +2.2% |
| 7D | -6.2% | -19.3% | +13.1% | -6.2% |
| 30D | -1.2% | -30.9% | +29.8% | -0.9% |
| 3M | +19.1% | +41.1% | -22.0% | +18.7% |
| 6M | +23.0% | +211.9% | -188.9% | +19.9% |
| YTD | -13.7% | +314.0% | -327.7% | -17.0% |
| 1Y | -10.0% | +405.4% | -415.4% | -14.4% |
| All | -10.0% | +406.9% | -416.9% | -14.4% |
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