+426.2%
BTSG vs TXG
+53.7%
+372.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.4% | -5.3% | -6.4% |
| 7D | -5.8% | +5.0% | -10.8% | -6.5% |
| 30D | 0.0% | +13.5% | -13.5% | -2.3% |
| 3M | -4.5% | +128.0% | -132.5% | -17.4% |
| 6M | +40.0% | +224.4% | -184.4% | +12.8% |
| YTD | +54.6% | +307.0% | -252.4% | +19.2% |
| 1Y | +106.1% | +427.2% | -321.1% | +50.4% |
| All | +426.2% | +53.7% | +372.5% | +341.5% |
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 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