+103.5%
BAC vs TXG
+7.8%
+95.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.2% |
| 7D | +3.2% | -1.8% | +5.1% | +3.4% |
| 30D | -0.7% | -20.4% | +19.7% | +1.3% |
| 3M | -20.0% | +0.1% | -20.1% | -21.0% |
| 6M | +3.4% | +176.2% | -172.8% | -9.9% |
| YTD | -5.7% | +256.8% | -262.5% | -21.0% |
| 1Y | -1.4% | +255.9% | -257.3% | -17.6% |
| 3Y | +97.9% | +60.2% | +37.7% | +72.9% |
| 5Y | +22.9% | -65.1% | +88.0% | +18.8% |
| All | +103.5% | +7.8% | +95.8% | +45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling