+25.8%
TXG vs CPB
-42.3%
+68.1%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.3% | +2.9% | -1.1% |
| 7D | +5.0% | -5.4% | +10.4% | +5.4% |
| 30D | +13.5% | -7.8% | +21.3% | +14.1% |
| 3M | +128.0% | -6.9% | +135.0% | +128.6% |
| 6M | +224.4% | -12.2% | +236.6% | +226.2% |
| YTD | +307.0% | -21.1% | +328.1% | +311.5% |
| 1Y | +427.2% | -33.5% | +460.7% | +439.2% |
| 3Y | +40.2% | -43.2% | +83.3% | +42.5% |
| 5Y | -64.0% | -40.9% | -23.1% | -63.9% |
| All | +25.8% | -42.3% | +68.1% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling