+149.6%
BAC vs TXG
+22.9%
+126.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | 0.0% |
| 7D | -0.3% | +5.0% | -5.3% | -0.8% |
| 30D | -1.8% | +13.5% | -15.3% | -3.3% |
| 3M | +15.3% | +128.0% | -112.7% | +4.1% |
| 6M | +30.2% | +224.4% | -194.3% | +12.1% |
| YTD | +15.6% | +307.0% | -291.4% | -3.5% |
| 1Y | +27.5% | +427.2% | -399.8% | +2.1% |
| 3Y | +137.0% | +40.2% | +96.9% | +112.2% |
| 5Y | +75.6% | -64.0% | +139.6% | +70.4% |
| All | +149.6% | +22.9% | +126.6% | +78.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling