+1,709.5%
BE vs TXG
+65.2%
+1,644.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.5% | -3.4% | -4.4% |
| 7D | +10.8% | -1.8% | +12.7% | +11.7% |
| 30D | -19.8% | -20.4% | +0.6% | -13.5% |
| 3M | -18.7% | +0.1% | -18.8% | -19.8% |
| 6M | -33.7% | +176.2% | -209.9% | -51.8% |
| YTD | +121.0% | +256.8% | -135.8% | +46.0% |
| 1Y | +85.4% | +255.9% | -170.5% | +22.0% |
| 3Y | +1,709.5% | +60.2% | +1,649.3% | +1,427.7% |
| All | +1,709.5% | +65.2% | +1,644.3% | +1,427.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling