+255.9%
TXG vs CRL
+99.6%
+156.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -26.2% |
| 3M | +0.1% | +20.2% | -20.1% | -11.1% |
| 6M | +176.2% | +107.5% | +68.6% | +65.8% |
| YTD | +256.8% | +69.4% | +187.3% | +147.0% |
| 1Y | +255.9% | +99.7% | +156.2% | +130.9% |
| All | +255.9% | +99.6% | +156.3% | +130.9% |
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 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