+119.0%
BN vs TXG
+21.5%
+97.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.7% | -7.3% | -3.5% |
| 7D | -1.2% | +9.4% | -10.6% | -2.9% |
| 30D | -10.9% | +26.1% | -37.0% | -15.2% |
| 3M | -11.1% | +124.8% | -135.9% | -25.3% |
| 6M | -4.4% | +215.2% | -219.6% | -25.6% |
| YTD | -14.1% | +302.2% | -316.3% | -37.0% |
| 1Y | -11.1% | +370.9% | -382.0% | -37.8% |
| 3Y | +75.6% | +38.5% | +37.0% | +46.7% |
| 5Y | +35.8% | -64.4% | +100.2% | +30.0% |
| All | +119.0% | +21.5% | +97.5% | +51.2% |
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