+405.4%
TXG vs BAH
+6.2%
+399.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.5% | +1.9% | +3.3% |
| 7D | -19.3% | +5.8% | -25.0% | -19.6% |
| 30D | -30.9% | +28.7% | -59.6% | -32.7% |
| 3M | +41.1% | +20.9% | +20.2% | +38.6% |
| 6M | +211.9% | +15.2% | +196.7% | +212.9% |
| YTD | +314.0% | +7.1% | +306.9% | +299.7% |
| 1Y | +405.4% | +6.4% | +399.0% | +389.8% |
| All | +405.4% | +6.2% | +399.2% | +389.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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