+5,868.6%
BE vs TXG
+27.0%
+5,841.6%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.3% | +3.3% | +5.2% |
| 7D | +9.0% | +9.5% | -0.4% | +4.9% |
| 30D | +16.3% | +18.8% | -2.5% | +7.3% |
| 3M | +10.8% | +136.1% | -125.3% | -25.9% |
| 6M | +73.2% | +235.2% | -162.0% | -3.4% |
| YTD | +217.4% | +320.5% | -103.2% | +57.5% |
| 1Y | +309.8% | +425.2% | -115.4% | +78.3% |
| 3Y | +1,726.2% | +42.9% | +1,683.3% | +1,232.1% |
| 5Y | +1,306.2% | -62.8% | +1,369.0% | +1,771.6% |
| All | +5,868.6% | +27.0% | +5,841.6% | +4,187.2% |
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