-34.8%
BROS vs TXG
+372.5%
-407.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.9% |
| 7D | -6.7% | +1.8% | -8.5% | -7.0% |
| 30D | -29.1% | +32.0% | -61.1% | -32.7% |
| 3M | -16.7% | +87.0% | -103.7% | -26.6% |
| 6M | -11.6% | +180.1% | -191.7% | -28.9% |
| YTD | -23.9% | +284.1% | -308.0% | -41.6% |
| 1Y | -34.8% | +361.7% | -396.5% | -52.9% |
| All | -34.8% | +372.5% | -407.3% | -52.9% |
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