+66.9%
BROS vs TXG
+41.0%
+25.8%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -2.5% |
| 7D | -6.6% | +9.1% | -15.7% | -8.1% |
| 30D | -12.3% | +14.9% | -27.2% | -14.7% |
| 3M | -22.2% | +120.0% | -142.2% | -34.0% |
| 6M | -14.3% | +221.8% | -236.1% | -33.1% |
| YTD | -26.6% | +312.6% | -339.1% | -45.5% |
| 1Y | -31.5% | +398.4% | -429.9% | -51.7% |
| All | +66.9% | +41.0% | +25.8% | +37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling