-1.8%
BA vs TXG
+21.6%
-23.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.0% |
| 7D | +1.2% | +1.8% | -0.6% | +0.9% |
| 30D | -11.6% | +32.0% | -43.6% | -15.5% |
| 3M | -2.4% | +87.0% | -89.4% | -11.8% |
| 6M | -6.6% | +180.1% | -186.7% | -21.1% |
| YTD | -2.2% | +284.1% | -286.4% | -21.8% |
| 1Y | -8.0% | +361.7% | -369.7% | -29.8% |
| All | -1.8% | +21.6% | -23.4% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling