-13.6%
BKNG vs TXG
+406.9%
-420.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.4% | +6.4% | +9.5% |
| 7D | +15.6% | -19.3% | +34.8% | +17.7% |
| 30D | +8.0% | -30.9% | +38.9% | +11.7% |
| 3M | -11.8% | +41.1% | -52.9% | -17.3% |
| 6M | +3.8% | +211.9% | -208.1% | -15.0% |
| YTD | -19.6% | +314.0% | -333.6% | -36.4% |
| 1Y | -13.6% | +405.4% | -419.0% | -33.5% |
| All | -13.6% | +406.9% | -420.5% | -33.5% |
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