+32.0%
CTVA vs TXG
+406.9%
-374.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.4% | -0.2% | +3.3% |
| 7D | +8.2% | -19.3% | +27.5% | +7.5% |
| 30D | -1.0% | -30.9% | +29.9% | -1.7% |
| 3M | +4.6% | +41.1% | -36.5% | +0.6% |
| 6M | +0.5% | +211.9% | -211.4% | -7.9% |
| YTD | +22.7% | +314.0% | -291.3% | +8.9% |
| 1Y | +32.0% | +405.4% | -373.4% | +14.1% |
| All | +32.0% | +406.9% | -374.9% | +14.1% |
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