-63.5%
TXG vs CRL
-37.6%
-25.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.4% | +3.2% |
| 7D | +9.1% | -4.6% | +13.7% | +12.9% |
| 30D | +14.9% | +0.5% | +14.4% | +14.6% |
| 3M | +120.0% | +46.6% | +73.4% | +64.6% |
| 6M | +221.8% | +57.3% | +164.5% | +126.4% |
| YTD | +312.6% | +39.5% | +273.0% | +216.5% |
| 1Y | +398.4% | +76.9% | +321.6% | +217.0% |
| 3Y | +42.1% | +39.4% | +2.7% | +2.6% |
| 5Y | -63.5% | -37.2% | -26.3% | -61.8% |
| All | -63.5% | -37.6% | -25.8% | -61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling