+27.6%
TXG vs CAPR
+223.6%
-196.0%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.6% | +7.2% | +2.7% |
| 7D | +9.1% | -12.6% | +21.8% | +9.6% |
| 30D | +14.9% | +124.4% | -109.5% | +11.3% |
| 3M | +120.0% | -66.8% | +186.8% | +122.9% |
| 6M | +221.8% | -71.8% | +293.6% | +227.6% |
| YTD | +312.6% | -70.1% | +382.6% | +318.3% |
| 1Y | +398.4% | +33.3% | +365.1% | +339.1% |
| 3Y | +42.1% | +36.7% | +5.4% | +14.3% |
| 5Y | -63.5% | +72.5% | -135.9% | -72.0% |
| All | +27.6% | +223.6% | -196.0% | -20.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling