+510.7%
TXG vs CAI
-11.0%
+521.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +5.0% | -5.1% | +10.1% | +7.0% |
| 30D | +13.5% | +3.9% | +9.6% | +11.6% |
| 3M | +128.0% | +40.1% | +87.9% | +101.2% |
| 6M | +224.4% | +29.7% | +194.8% | +189.0% |
| YTD | +307.0% | -10.9% | +317.9% | +302.7% |
| 1Y | +427.2% | -28.0% | +455.3% | +442.3% |
| All | +510.7% | -11.0% | +521.6% | +523.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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