-43.2%
BA vs TXG
+21.5%
-64.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.7% | -5.4% | -1.5% |
| 7D | +2.5% | +9.4% | -6.9% | +0.9% |
| 30D | -10.1% | +26.1% | -36.2% | -14.1% |
| 3M | -2.4% | +124.8% | -127.2% | -16.5% |
| 6M | -8.8% | +215.2% | -224.1% | -27.3% |
| YTD | -2.9% | +302.2% | -305.2% | -26.6% |
| 1Y | -8.8% | +370.9% | -379.7% | -34.2% |
| 3Y | -0.3% | +38.5% | -38.8% | -15.5% |
| 5Y | -0.3% | -64.4% | +64.1% | -1.6% |
| All | -43.2% | +21.5% | -64.7% | -61.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling