+25.1%
BROS vs TXG
-57.7%
+82.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.7% | -6.2% | -2.9% |
| 7D | -0.9% | +9.4% | -10.3% | -3.5% |
| 30D | -13.5% | +26.1% | -39.5% | -19.7% |
| 3M | -18.4% | +124.8% | -143.2% | -37.3% |
| 6M | -10.6% | +215.2% | -225.8% | -38.9% |
| YTD | -25.1% | +302.2% | -327.3% | -52.9% |
| 1Y | -28.6% | +370.9% | -399.6% | -58.4% |
| 3Y | +65.6% | +38.5% | +27.1% | +31.8% |
| All | +25.1% | -57.7% | +82.8% | +60.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling