+19.7%
BROS vs TXG
-55.7%
+75.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.3% | -2.3% | +0.1% |
| 7D | -5.8% | +9.5% | -15.2% | -8.2% |
| 30D | -14.0% | +18.8% | -32.7% | -18.4% |
| 3M | -32.5% | +136.1% | -168.6% | -48.8% |
| 6M | -14.9% | +235.2% | -250.1% | -42.9% |
| YTD | -28.3% | +320.5% | -348.8% | -55.5% |
| 1Y | -34.0% | +425.2% | -459.2% | -62.8% |
| 3Y | +63.0% | +42.9% | +20.1% | +28.8% |
| All | +19.7% | -55.7% | +75.4% | +51.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling