+10.3%
TXG vs BAH
+41.2%
-30.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.3% | -1.5% |
| 7D | -1.8% | +1.7% | -3.5% | -2.3% |
| 30D | -20.4% | +20.8% | -41.2% | -25.7% |
| 3M | +0.1% | +11.6% | -11.5% | -4.4% |
| 6M | +176.2% | +23.1% | +153.1% | +151.6% |
| YTD | +256.8% | +5.3% | +251.5% | +239.8% |
| 1Y | +255.9% | +6.1% | +249.8% | +236.5% |
| 3Y | +60.2% | -27.5% | +87.7% | +72.2% |
| 5Y | -65.1% | +6.2% | -71.3% | -68.5% |
| All | +10.3% | +41.2% | -30.9% | -11.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling