+208.9%
CTVA vs TXG
+24.6%
+184.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -1.6% |
| 7D | -5.8% | +9.1% | -15.0% | -6.6% |
| 30D | +11.1% | +14.9% | -3.8% | +9.5% |
| 3M | +13.2% | +120.0% | -106.7% | +4.4% |
| 6M | +8.7% | +221.8% | -213.1% | -4.1% |
| YTD | +27.3% | +312.6% | -285.3% | +9.2% |
| 1Y | +18.0% | +398.4% | -380.4% | -1.5% |
| 3Y | +76.5% | +42.1% | +34.4% | +60.7% |
| 5Y | +105.1% | -63.5% | +168.6% | +107.1% |
| All | +208.9% | +24.6% | +184.3% | +148.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling