+433.9%
BTSG vs TXG
+58.8%
+375.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.3% | -1.9% | +0.9% |
| 7D | -3.3% | +9.5% | -12.8% | -4.7% |
| 30D | -1.6% | +18.8% | -20.4% | -4.6% |
| 3M | -6.9% | +136.1% | -143.0% | -20.0% |
| 6M | +42.1% | +235.2% | -193.1% | +13.9% |
| YTD | +56.8% | +320.5% | -263.7% | +20.3% |
| 1Y | +109.8% | +425.2% | -315.4% | +53.3% |
| All | +433.9% | +58.8% | +375.1% | +345.6% |
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