+27.6%
TXG vs CLBK
+62.0%
-34.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +3.1% |
| 7D | +9.1% | -1.5% | +10.6% | +9.8% |
| 30D | +14.9% | +6.7% | +8.2% | +11.4% |
| 3M | +120.0% | +21.2% | +98.8% | +100.8% |
| 6M | +221.8% | +42.0% | +179.8% | +173.6% |
| YTD | +312.6% | +63.3% | +249.3% | +227.3% |
| 1Y | +398.4% | +65.4% | +333.1% | +291.9% |
| 3Y | +42.1% | +52.5% | -10.4% | +16.5% |
| 5Y | -63.5% | +42.0% | -105.4% | -69.8% |
| All | +27.6% | +62.0% | -34.4% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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