+5,373.4%
BE vs TXG
+16.0%
+5,357.4%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.9% | +8.3% | +7.8% |
| 7D | +20.0% | +1.8% | +18.2% | +18.9% |
| 30D | +7.9% | +32.0% | -24.1% | -6.7% |
| 3M | -13.2% | +87.0% | -100.2% | -35.6% |
| 6M | +53.5% | +180.1% | -126.6% | -7.1% |
| YTD | +191.0% | +284.1% | -93.1% | +50.1% |
| 1Y | +360.5% | +361.7% | -1.2% | +110.9% |
| 3Y | +1,568.0% | +15.9% | +1,552.1% | +1,247.2% |
| 5Y | +1,055.2% | -66.2% | +1,121.4% | +1,501.0% |
| All | +5,373.4% | +16.0% | +5,357.4% | +3,986.6% |
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