-0.1%
BDX vs TXG
+24.6%
-24.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | +0.2% |
| 7D | -4.1% | +9.1% | -13.3% | -4.9% |
| 30D | +0.1% | +14.9% | -14.8% | -1.2% |
| 3M | +18.3% | +120.0% | -101.7% | +9.6% |
| 6M | +10.1% | +221.8% | -211.7% | -1.8% |
| YTD | +19.4% | +312.6% | -293.1% | +3.8% |
| 1Y | +22.3% | +398.4% | -376.1% | +3.7% |
| 3Y | -9.4% | +42.1% | -51.4% | -17.7% |
| 5Y | -2.0% | -63.5% | +61.4% | -4.3% |
| All | -0.1% | +24.6% | -24.7% | -21.0% |
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 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