-67.1%
BAX vs TXG
-63.6%
-3.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -2.2% |
| 7D | -5.1% | +9.1% | -14.2% | -6.2% |
| 30D | -12.2% | +14.9% | -27.1% | -13.9% |
| 3M | +21.8% | +120.0% | -98.2% | +9.1% |
| 6M | +36.3% | +221.8% | -185.5% | +15.7% |
| YTD | +27.8% | +312.6% | -284.8% | +5.2% |
| 1Y | -0.1% | +398.4% | -398.5% | -20.3% |
| 3Y | -33.3% | +42.1% | -75.4% | -42.8% |
| 5Y | -67.1% | -63.5% | -3.6% | -73.5% |
| All | -67.1% | -63.6% | -3.5% | -73.5% |
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