+39.4%
BP vs TXG
+392.4%
-353.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.2% | +0.8% |
| 7D | +5.7% | +5.0% | +0.7% | +5.9% |
| 30D | +8.1% | +13.5% | -5.4% | +8.6% |
| 3M | +8.6% | +128.0% | -119.4% | +12.3% |
| 6M | +18.1% | +224.4% | -206.3% | +22.2% |
| YTD | +37.6% | +307.0% | -269.4% | +40.7% |
| 1Y | +39.4% | +427.2% | -387.8% | +40.3% |
| All | +39.4% | +392.4% | -353.0% | +40.3% |
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 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