+405.4%
TXG vs CAPR
+47.4%
+358.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +8.3% | -4.8% | +3.5% |
| 7D | -19.3% | +43.2% | -62.4% | -19.1% |
| 30D | -30.9% | +14.7% | -45.6% | -30.8% |
| 3M | +41.1% | +113.9% | -72.8% | +42.1% |
| 6M | +211.9% | -73.4% | +285.2% | +212.2% |
| YTD | +314.0% | -69.1% | +383.1% | +314.9% |
| 1Y | +405.4% | +47.2% | +358.2% | +425.2% |
| All | +405.4% | +47.4% | +358.0% | +425.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling