-99.6%
CYCU vs TXG
+445.2%
-544.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.3% | -8.2% | -7.2% |
| 7D | -5.9% | +9.5% | -15.4% | -12.2% |
| 30D | -32.9% | +18.8% | -51.6% | -41.3% |
| 3M | -33.9% | +136.1% | -170.0% | -55.4% |
| 6M | -75.4% | +235.2% | -310.6% | -85.1% |
| YTD | -84.9% | +320.5% | -405.5% | -91.3% |
| 1Y | -93.2% | +425.2% | -518.4% | -96.3% |
| All | -99.6% | +445.2% | -544.8% | -99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling