+503.5%
TXG vs CAI
-8.1%
+511.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.0% | +5.7% | +5.1% |
| 7D | +9.4% | +0.2% | +9.2% | +9.3% |
| 30D | +26.1% | +9.1% | +16.9% | +21.9% |
| 3M | +124.8% | +53.8% | +71.0% | +91.9% |
| 6M | +215.2% | +33.5% | +181.7% | +177.9% |
| YTD | +302.2% | -8.0% | +310.2% | +293.5% |
| 1Y | +370.9% | -28.7% | +399.6% | +382.2% |
| All | +503.5% | -8.1% | +511.6% | +509.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling