-16.2%
BA vs TXG
+65.2%
-81.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.2% |
| 7D | -1.1% | -1.8% | +0.7% | -1.0% |
| 30D | -7.1% | -20.4% | +13.3% | -5.3% |
| 3M | -25.5% | +0.1% | -25.6% | -27.1% |
| 6M | -28.7% | +176.2% | -204.9% | -40.4% |
| YTD | -21.0% | +256.8% | -277.8% | -37.1% |
| 1Y | -11.9% | +255.9% | -267.8% | -30.2% |
| 3Y | -16.2% | +60.2% | -76.4% | -31.0% |
| All | -16.2% | +65.2% | -81.4% | -31.0% |
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