-10.1%
BA vs TXG
+385.8%
-395.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -2.2% |
| 7D | -1.2% | +9.1% | -10.3% | -1.8% |
| 30D | -11.3% | +14.9% | -26.2% | -12.3% |
| 3M | -3.8% | +120.0% | -123.7% | -9.6% |
| 6M | -8.3% | +221.8% | -230.1% | -15.9% |
| YTD | -4.9% | +312.6% | -317.5% | -13.3% |
| 1Y | -10.1% | +398.4% | -408.5% | -20.9% |
| All | -10.1% | +385.8% | -395.9% | -20.9% |
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 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