+75.1%
CTVA vs TXG
+39.1%
+36.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.0% | -0.2% |
| 7D | -4.7% | +5.0% | -9.7% | -5.1% |
| 30D | +11.1% | +13.5% | -2.4% | +9.6% |
| 3M | +13.7% | +128.0% | -114.3% | +4.0% |
| 6M | +11.2% | +224.4% | -213.2% | -2.8% |
| YTD | +26.9% | +307.0% | -280.1% | +7.6% |
| 1Y | +18.8% | +427.2% | -408.4% | -3.3% |
| All | +75.1% | +39.1% | +36.0% | +74.8% |
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