-66.8%
BAX vs TXG
+16.0%
-82.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.1% |
| 7D | -1.1% | +1.8% | -3.0% | -1.4% |
| 30D | -5.5% | +32.0% | -37.5% | -9.0% |
| 3M | +33.5% | +87.0% | -53.5% | +22.3% |
| 6M | +35.9% | +180.1% | -144.2% | +17.7% |
| YTD | +35.4% | +284.1% | -248.8% | +12.7% |
| 1Y | +9.8% | +361.7% | -351.9% | -11.5% |
| 3Y | -32.7% | +15.9% | -48.6% | -40.2% |
| 5Y | -65.6% | -66.2% | +0.6% | -67.1% |
| All | -66.8% | +16.0% | -82.8% | -75.8% |
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