+405.4%
TXG vs CRL
+85.3%
+320.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -7.3% | +10.7% | +8.9% |
| 7D | -19.3% | -12.8% | -6.5% | -10.3% |
| 30D | -30.9% | +5.0% | -35.9% | -32.5% |
| 3M | +41.1% | +39.4% | +1.7% | +14.3% |
| 6M | +211.9% | +89.4% | +122.5% | +105.6% |
| YTD | +314.0% | +63.6% | +250.4% | +200.2% |
| 1Y | +405.4% | +83.5% | +321.9% | +270.6% |
| All | +405.4% | +85.3% | +320.0% | +270.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling