+1,683.3%
BE vs TXG
+41.0%
+1,642.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.6% | -5.4% | -3.7% |
| 7D | +23.9% | +9.1% | +14.8% | +20.7% |
| 30D | +27.8% | +14.9% | +13.0% | +22.0% |
| 3M | +3.7% | +120.0% | -116.2% | -19.7% |
| 6M | +78.0% | +221.8% | -143.9% | +21.1% |
| YTD | +209.9% | +312.6% | -102.7% | +93.8% |
| 1Y | +389.6% | +398.4% | -8.8% | +183.5% |
| All | +1,683.3% | +41.0% | +1,642.3% | +1,754.3% |
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