+152.1%
BTSG vs TXG
+372.5%
-220.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | +2.7% | +1.8% | +0.9% | +2.4% |
| 30D | -3.6% | +32.0% | -35.6% | -7.9% |
| 3M | +5.8% | +87.0% | -81.2% | -3.6% |
| 6M | +44.7% | +180.1% | -135.3% | +22.9% |
| YTD | +62.2% | +284.1% | -222.0% | +32.8% |
| 1Y | +152.1% | +361.7% | -209.6% | +101.5% |
| All | +152.1% | +372.5% | -220.4% | +101.5% |
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 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