-12.3%
BA vs TXG
+256.0%
-268.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.8% | +3.0% | -1.5% |
| 7D | -0.6% | +1.8% | -2.3% | -0.7% |
| 30D | -8.0% | -17.7% | +9.7% | -7.5% |
| 3M | -25.8% | +2.3% | -28.1% | -26.9% |
| 6M | -27.6% | +182.5% | -210.1% | -34.0% |
| YTD | -21.0% | +262.4% | -283.3% | -26.6% |
| 1Y | -12.3% | +254.1% | -266.4% | -18.5% |
| All | -12.3% | +256.0% | -268.3% | -18.5% |
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