-64.4%
TXG vs CAPR
+87.6%
-151.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.6% | +8.3% | +4.8% |
| 7D | +9.4% | -9.5% | +18.9% | +9.6% |
| 30D | +26.1% | +121.5% | -95.4% | +23.8% |
| 3M | +124.8% | -65.4% | +190.2% | +126.9% |
| 6M | +215.2% | -67.5% | +282.8% | +218.4% |
| YTD | +302.2% | -68.6% | +370.8% | +306.1% |
| 1Y | +370.9% | +42.7% | +328.2% | +332.3% |
| 3Y | +38.5% | +43.4% | -4.8% | +3.1% |
| 5Y | -64.4% | +86.0% | -150.4% | -79.3% |
| All | -64.4% | +87.6% | -151.9% | -79.3% |
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