+18.8%
TXG vs CAPR
+252.1%
-233.3%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -0.9% |
| 7D | +1.8% | -2.0% | +3.8% | +1.9% |
| 30D | +32.0% | +139.2% | -107.2% | +27.6% |
| 3M | +87.0% | -66.4% | +153.4% | +89.5% |
| 6M | +180.1% | -63.1% | +243.2% | +182.6% |
| YTD | +284.1% | -67.4% | +351.5% | +288.5% |
| 1Y | +361.7% | +58.2% | +303.4% | +302.9% |
| 3Y | +15.9% | +42.2% | -26.3% | -6.7% |
| 5Y | -66.2% | +87.3% | -153.4% | -74.1% |
| All | +18.8% | +252.1% | -233.3% | -25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling