-53.6%
BA vs TXG
+20.5%
-74.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +9.7% | -10.3% | -2.2% |
| 7D | -1.7% | +5.5% | -7.3% | -2.9% |
| 30D | -9.5% | -19.3% | +9.9% | -7.2% |
| 3M | -26.5% | +25.0% | -51.5% | -31.0% |
| 6M | -27.4% | +201.2% | -228.5% | -42.5% |
| YTD | -20.6% | +298.8% | -319.4% | -41.0% |
| 1Y | -11.4% | +326.6% | -338.0% | -35.6% |
| 3Y | -10.8% | +78.3% | -89.2% | -29.3% |
| 5Y | -21.9% | -61.3% | +39.4% | -25.2% |
| All | -53.6% | +20.5% | -74.0% | -69.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling