-20.3%
BROS vs TXG
+406.9%
-427.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.4% | -2.5% | +0.5% |
| 7D | +2.5% | -19.3% | +21.7% | +5.2% |
| 30D | +15.1% | -30.9% | +46.0% | +20.3% |
| 3M | -31.4% | +41.1% | -72.5% | -37.5% |
| 6M | -22.6% | +211.9% | -234.5% | -41.9% |
| YTD | -28.1% | +314.0% | -342.1% | -48.9% |
| 1Y | -20.3% | +405.4% | -425.7% | -45.5% |
| All | -20.3% | +406.9% | -427.2% | -45.5% |
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