-61.3%
TXG vs CAPR
+160.6%
-221.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +9.4% | +0.3% | +9.6% |
| 7D | +5.5% | +36.0% | -30.5% | +5.0% |
| 30D | -19.3% | +25.8% | -45.1% | -19.7% |
| 3M | +25.0% | +140.8% | -115.8% | +22.5% |
| 6M | +201.2% | -67.6% | +268.7% | +204.0% |
| YTD | +298.8% | -65.9% | +364.7% | +301.5% |
| 1Y | +326.6% | +66.1% | +260.5% | +291.3% |
| 3Y | +78.3% | +256.9% | -178.6% | +16.5% |
| 5Y | -61.3% | +172.1% | -233.4% | -77.0% |
| All | -61.3% | +160.6% | -221.9% | -77.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling