+38.5%
TXG vs CRL
+37.9%
+0.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.7% | +7.4% | +6.6% |
| 7D | +9.4% | -0.6% | +9.9% | +9.7% |
| 30D | +26.1% | +5.0% | +21.1% | +22.3% |
| 3M | +124.8% | +50.6% | +74.2% | +67.6% |
| 6M | +215.2% | +60.9% | +154.3% | +122.2% |
| YTD | +302.2% | +40.7% | +261.5% | +211.1% |
| 1Y | +370.9% | +73.3% | +297.6% | +211.9% |
| 3Y | +38.5% | +40.6% | -2.0% | -3.3% |
| All | +38.5% | +37.9% | +0.6% | -3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling