+78.3%
TXG vs CAPR
+242.0%
-163.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +9.4% | +0.3% | +9.7% |
| 7D | +5.5% | +36.0% | -30.5% | +5.4% |
| 30D | -19.3% | +25.8% | -45.1% | -19.5% |
| 3M | +25.0% | +140.8% | -115.8% | +24.2% |
| 6M | +201.2% | -67.6% | +268.7% | +202.9% |
| YTD | +298.8% | -65.9% | +364.7% | +300.7% |
| 1Y | +326.6% | +66.1% | +260.5% | +313.4% |
| 3Y | +78.3% | +256.9% | -178.6% | +32.1% |
| All | +78.3% | +242.0% | -163.7% | +32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling