+427.2%
TXG vs CRL
+73.3%
+354.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.6% | 0.0% |
| 7D | +5.0% | -6.9% | +11.9% | +10.2% |
| 30D | +13.5% | -3.2% | +16.7% | +16.3% |
| 3M | +128.0% | +46.5% | +81.5% | +74.8% |
| 6M | +224.4% | +63.1% | +161.3% | +129.3% |
| YTD | +307.0% | +36.9% | +270.1% | +224.1% |
| 1Y | +427.2% | +78.1% | +349.1% | +247.2% |
| All | +427.2% | +73.3% | +354.0% | +247.2% |
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