+69.9%
BP vs TXG
+16.0%
+53.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | +3.9% | +1.8% | +2.1% | +3.8% |
| 30D | +7.6% | +32.0% | -24.4% | +5.9% |
| 3M | +0.7% | +87.0% | -86.3% | -3.2% |
| 6M | +15.5% | +180.1% | -164.6% | +7.8% |
| YTD | +30.8% | +284.1% | -253.3% | +19.2% |
| 1Y | +34.3% | +361.7% | -327.4% | +20.1% |
| 3Y | +35.1% | +15.9% | +19.1% | +28.2% |
| 5Y | +126.8% | -66.2% | +193.0% | +126.8% |
| All | +69.9% | +16.0% | +53.9% | +21.7% |
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