+18.8%
TXG vs CRL
+120.0%
-101.2%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | +0.3% |
| 7D | +1.8% | -1.0% | +2.8% | +2.6% |
| 30D | +32.0% | +10.7% | +21.4% | +23.4% |
| 3M | +87.0% | +55.3% | +31.7% | +36.5% |
| 6M | +180.1% | +60.7% | +119.4% | +98.0% |
| YTD | +284.1% | +44.6% | +239.5% | +191.9% |
| 1Y | +361.7% | +77.7% | +283.9% | +200.7% |
| 3Y | +15.9% | +37.6% | -21.7% | -13.4% |
| 5Y | -66.2% | -35.8% | -30.3% | -60.4% |
| All | +18.8% | +120.0% | -101.2% | -28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling