-64.5%
TXG vs CPB
-34.3%
-30.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.1% | -3.7% | -4.8% |
| 7D | +1.8% | -5.8% | +7.6% | +1.8% |
| 30D | -17.7% | +16.5% | -34.1% | -18.0% |
| 3M | +2.3% | -1.1% | +3.4% | +2.6% |
| 6M | +182.5% | +11.5% | +171.0% | +181.0% |
| YTD | +262.4% | -15.7% | +278.1% | +263.5% |
| 1Y | +254.1% | -24.7% | +278.8% | +256.8% |
| 3Y | +66.6% | -37.3% | +103.9% | +65.3% |
| 5Y | -64.5% | -35.0% | -29.5% | -61.8% |
| All | -64.5% | -34.3% | -30.2% | -61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling