+72.9%
BAC vs TXG
-65.4%
+138.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.7% | -5.2% | -1.0% |
| 7D | +1.2% | +9.4% | -8.2% | +0.1% |
| 30D | -0.7% | +26.1% | -26.8% | -3.6% |
| 3M | +16.9% | +124.8% | -107.9% | +5.5% |
| 6M | +29.6% | +215.2% | -185.6% | +11.6% |
| YTD | +15.3% | +302.2% | -287.0% | -4.1% |
| 1Y | +28.8% | +370.9% | -342.1% | +4.0% |
| 3Y | +136.4% | +38.5% | +97.9% | +111.8% |
| 5Y | +72.9% | -64.4% | +137.3% | +59.1% |
| All | +72.9% | -65.4% | +138.3% | +59.1% |
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 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