+20.6%
BAC vs TXG
-63.5%
+84.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.3% | +0.1% |
| 7D | -1.9% | -8.1% | +6.2% | -1.1% |
| 30D | -7.2% | -17.5% | +10.3% | -5.6% |
| 3M | -20.4% | +6.1% | -26.5% | -22.0% |
| 6M | +1.3% | +202.7% | -201.4% | -13.3% |
| YTD | -6.4% | +280.4% | -286.8% | -22.8% |
| 1Y | -3.5% | +274.0% | -277.5% | -20.5% |
| 3Y | +96.7% | +74.9% | +21.8% | +69.5% |
| 5Y | +20.6% | -63.0% | +83.6% | +11.3% |
| All | +20.6% | -63.5% | +84.1% | +11.3% |
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