+1,218.2%
BE vs TXG
-64.0%
+1,282.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.7% | -3.4% |
| 7D | +9.7% | +5.0% | +4.7% | +7.6% |
| 30D | +22.4% | +13.5% | +8.9% | +15.6% |
| 3M | +10.4% | +128.0% | -117.7% | -23.0% |
| 6M | +67.9% | +224.4% | -156.6% | -1.0% |
| YTD | +197.5% | +307.0% | -109.5% | +57.3% |
| 1Y | +310.6% | +427.2% | -116.7% | +89.4% |
| 3Y | +1,657.2% | +40.2% | +1,617.1% | +1,278.1% |
| 5Y | +1,218.2% | -64.0% | +1,282.2% | +1,728.3% |
| All | +1,218.2% | -64.0% | +1,282.2% | +1,728.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling