+39.8%
BBY vs TXG
+215.5%
-175.6%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.4% | +0.2% |
| 7D | +0.7% | +5.0% | -4.3% | +0.1% |
| 30D | +5.8% | +13.5% | -7.7% | +3.9% |
| 3M | +18.0% | +128.0% | -110.0% | +4.1% |
| 6M | +39.8% | +224.4% | -184.6% | +15.9% |
| All | +39.8% | +215.5% | -175.6% | +15.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling