+28.3%
CRM vs TXG
+237.2%
-209.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.3% | -1.4% | +2.1% |
| 7D | -4.4% | +9.5% | -13.9% | -4.1% |
| 30D | +28.1% | +18.8% | +9.4% | +29.0% |
| 3M | +48.8% | +136.1% | -87.3% | +56.0% |
| 6M | +28.3% | +235.2% | -207.0% | +39.5% |
| All | +28.3% | +237.2% | -209.0% | +39.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling