+10.3%
TXG vs CRL
+157.7%
-147.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -0.9% |
| 7D | -1.8% | +0.1% | -2.0% | -1.7% |
| 30D | -20.4% | +11.9% | -32.3% | -26.1% |
| 3M | +0.1% | +20.2% | -20.1% | -11.0% |
| 6M | +176.2% | +107.5% | +68.6% | +65.3% |
| YTD | +256.8% | +69.4% | +187.3% | +144.8% |
| 1Y | +255.9% | +99.7% | +156.2% | +116.3% |
| 3Y | +60.2% | +98.8% | -38.6% | -7.1% |
| 5Y | -65.1% | -12.4% | -52.7% | -65.8% |
| All | +10.3% | +157.7% | -147.4% | -39.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling