+202.7%
TXG vs CAPR
-63.0%
+265.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +26.5% | -27.8% | -1.3% |
| 7D | -8.1% | +25.8% | -33.9% | -8.1% |
| 30D | -17.5% | +50.2% | -67.7% | -17.0% |
| 3M | +6.1% | +185.5% | -179.4% | +8.3% |
| 6M | +202.7% | -64.8% | +267.5% | +287.2% |
| All | +202.7% | -63.0% | +265.7% | +287.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling