+18.4%
BROS vs TXG
-57.2%
+75.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -3.0% |
| 7D | -6.1% | +5.0% | -11.1% | -7.4% |
| 30D | -12.4% | +13.5% | -25.9% | -15.8% |
| 3M | -27.9% | +128.0% | -156.0% | -44.8% |
| 6M | -16.8% | +224.4% | -241.2% | -43.7% |
| YTD | -29.0% | +307.0% | -336.0% | -55.6% |
| 1Y | -33.2% | +427.2% | -460.4% | -62.4% |
| 3Y | +56.8% | +40.2% | +16.6% | +24.3% |
| All | +18.4% | -57.2% | +75.6% | +51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling