-66.8%
BAX vs TXG
+7.8%
-74.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.5% |
| 7D | +0.1% | -1.8% | +1.9% | +0.3% |
| 30D | +4.1% | -20.4% | +24.5% | +6.4% |
| 3M | -4.5% | +0.1% | -4.6% | -5.9% |
| 6M | +49.2% | +176.2% | -126.9% | +28.2% |
| YTD | +35.2% | +256.8% | -221.5% | +12.2% |
| 1Y | +38.3% | +255.9% | -217.6% | +14.4% |
| 3Y | -19.0% | +60.2% | -79.3% | -30.8% |
| 5Y | -64.2% | -65.1% | +0.9% | -66.3% |
| All | -66.8% | +7.8% | -74.5% | -75.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling