+101.5%
BAC vs TXG
+9.4%
+92.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.8% | +4.4% | +0.2% |
| 7D | +1.5% | +1.8% | -0.3% | +1.3% |
| 30D | -6.4% | -17.7% | +11.3% | -4.8% |
| 3M | -21.7% | +2.3% | -24.0% | -22.8% |
| 6M | +0.5% | +182.5% | -182.0% | -12.7% |
| YTD | -6.7% | +262.4% | -269.0% | -21.9% |
| 1Y | -4.7% | +254.1% | -258.8% | -20.2% |
| 3Y | +96.1% | +66.6% | +29.5% | +70.5% |
| 5Y | +21.7% | -64.5% | +86.2% | +17.5% |
| All | +101.5% | +9.4% | +92.1% | +44.1% |
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 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