-53.3%
BA vs TXG
+16.5%
-69.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.9% | +1.1% |
| 7D | 0.0% | -3.7% | +3.7% | +0.4% |
| 30D | -8.9% | -22.0% | +13.1% | -6.1% |
| 3M | -25.5% | +7.4% | -32.9% | -28.1% |
| 6M | -27.0% | +191.2% | -218.2% | -41.8% |
| YTD | -20.1% | +285.7% | -305.8% | -40.4% |
| 1Y | -11.0% | +268.3% | -279.3% | -33.4% |
| 3Y | -11.8% | +77.3% | -89.1% | -30.1% |
| 5Y | -20.6% | -62.3% | +41.7% | -23.7% |
| All | -53.3% | +16.5% | -69.8% | -69.1% |
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