+105.1%
CTVA vs TXG
-62.8%
+167.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.3% | -4.0% | -1.0% |
| 7D | -4.5% | +9.5% | -14.0% | -5.2% |
| 30D | +11.3% | +18.8% | -7.5% | +9.6% |
| 3M | +12.3% | +136.1% | -123.8% | +3.8% |
| 6M | +7.2% | +235.2% | -228.1% | -4.6% |
| YTD | +26.0% | +320.5% | -294.5% | +9.5% |
| 1Y | +16.0% | +425.2% | -409.2% | -1.9% |
| 3Y | +73.9% | +42.9% | +31.0% | +58.8% |
| All | +105.1% | -62.8% | +167.9% | +98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling