-10.6%
BA vs TXG
+406.9%
-417.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.4% | -1.3% | +2.0% |
| 7D | +5.9% | -19.3% | +25.2% | +6.7% |
| 30D | -8.2% | -30.9% | +22.8% | -6.8% |
| 3M | -25.4% | +41.1% | -66.4% | -27.6% |
| 6M | -20.0% | +211.9% | -231.9% | -26.1% |
| YTD | -18.5% | +314.0% | -332.5% | -23.4% |
| 1Y | -10.6% | +405.4% | -416.0% | -14.6% |
| All | -10.6% | +406.9% | -417.5% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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