+136.4%
BAC vs TXG
+31.6%
+104.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.7% | -5.2% | -1.0% |
| 7D | +1.2% | +9.4% | -8.2% | +0.2% |
| 30D | -0.7% | +26.1% | -26.8% | -3.5% |
| 3M | +16.9% | +124.8% | -107.9% | +5.8% |
| 6M | +29.6% | +215.2% | -185.6% | +11.9% |
| YTD | +15.3% | +302.2% | -287.0% | -3.8% |
| 1Y | +28.8% | +370.9% | -342.1% | +4.2% |
| 3Y | +136.4% | +38.5% | +97.9% | +122.2% |
| All | +136.4% | +31.6% | +104.7% | +122.2% |
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