+9.8%
BAX vs TXG
+372.5%
-362.7%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.2% |
| 7D | -1.1% | +1.8% | -3.0% | -1.4% |
| 30D | -5.5% | +32.0% | -37.5% | -10.1% |
| 3M | +33.5% | +87.0% | -53.5% | +18.7% |
| 6M | +35.9% | +180.1% | -144.2% | +10.7% |
| YTD | +35.4% | +284.1% | -248.8% | +6.6% |
| 1Y | +9.8% | +361.7% | -351.9% | -15.4% |
| All | +9.8% | +372.5% | -362.7% | -15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling