-0.6%
BDX vs TXG
+27.0%
-27.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | +0.5% |
| 7D | -3.2% | +9.5% | -12.6% | -3.9% |
| 30D | -2.5% | +18.8% | -21.3% | -4.1% |
| 3M | +21.4% | +136.1% | -114.7% | +11.8% |
| 6M | +10.4% | +235.2% | -224.8% | -1.9% |
| YTD | +18.8% | +320.5% | -301.7% | +3.1% |
| 1Y | +21.7% | +425.2% | -403.5% | +2.7% |
| 3Y | -10.0% | +42.9% | -52.8% | -18.3% |
| 5Y | -1.8% | -62.8% | +61.0% | -4.2% |
| All | -0.6% | +27.0% | -27.7% | -21.5% |
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 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