+67.5%
BHP vs TXG
+453.6%
-386.1%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.6% | -0.7% |
| 7D | -3.6% | +9.5% | -13.1% | -4.8% |
| 30D | -1.2% | +18.8% | -20.0% | -3.6% |
| 3M | +1.2% | +136.1% | -134.9% | -9.6% |
| 6M | +21.4% | +235.2% | -213.8% | +4.4% |
| YTD | +50.4% | +320.5% | -270.1% | +27.4% |
| 1Y | +67.5% | +425.2% | -357.7% | +39.1% |
| All | +67.5% | +453.6% | -386.1% | +39.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling