-16.6%
BX vs TXG
+372.5%
-389.1%
-44.8%
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 | -4.4% | +1.8% | -6.2% | -4.6% |
| 30D | +0.1% | +32.0% | -31.9% | -3.9% |
| 3M | +16.0% | +87.0% | -71.0% | +5.6% |
| 6M | +21.6% | +180.1% | -158.4% | +3.7% |
| YTD | -8.9% | +284.1% | -293.0% | -24.5% |
| 1Y | -16.6% | +361.7% | -378.3% | -31.8% |
| All | -16.6% | +372.5% | -389.1% | -31.8% |
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