-69.4%
BAX vs TXG
+27.0%
-96.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.3% | -4.9% | -2.0% |
| 7D | -7.9% | +9.5% | -17.3% | -9.0% |
| 30D | -11.7% | +18.8% | -30.4% | -13.7% |
| 3M | +16.2% | +136.1% | -119.9% | +3.4% |
| 6M | +32.0% | +235.2% | -203.3% | +11.7% |
| YTD | +24.7% | +320.5% | -295.8% | +2.6% |
| 1Y | -2.6% | +425.2% | -427.8% | -22.7% |
| 3Y | -35.0% | +42.9% | -77.9% | -43.5% |
| 5Y | -67.6% | -62.8% | -4.7% | -69.4% |
| All | -69.4% | +27.0% | -96.4% | -78.0% |
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