-22.1%
BA vs TXG
-66.4%
+44.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.2% |
| 7D | +1.1% | -15.4% | +16.5% | +3.5% |
| 30D | -7.9% | -22.1% | +14.2% | -5.1% |
| 3M | -25.3% | +30.0% | -55.3% | -30.6% |
| 6M | -24.6% | +160.7% | -185.3% | -38.9% |
| YTD | -20.1% | +263.5% | -283.6% | -40.0% |
| 1Y | -11.8% | +356.0% | -367.8% | -37.4% |
| 3Y | -10.1% | +53.4% | -63.5% | -26.9% |
| All | -22.1% | -66.4% | +44.2% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling