+141.3%
BP vs TXG
-64.0%
+205.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.2% | +0.9% |
| 7D | +5.7% | +5.0% | +0.7% | +5.5% |
| 30D | +8.1% | +13.5% | -5.4% | +7.4% |
| 3M | +8.6% | +128.0% | -119.4% | +4.3% |
| 6M | +18.1% | +224.4% | -206.3% | +10.9% |
| YTD | +37.6% | +307.0% | -269.4% | +27.0% |
| 1Y | +39.4% | +427.2% | -387.8% | +26.0% |
| 3Y | +40.1% | +40.2% | -0.1% | +32.0% |
| 5Y | +141.3% | -64.0% | +205.3% | +118.5% |
| All | +141.3% | -64.0% | +205.4% | +118.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling