+30.0%
TXG vs BAH
+23.5%
+6.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +3.0% | +3.2% |
| 7D | +9.5% | +4.3% | +5.2% | +7.8% |
| 30D | +18.8% | -2.5% | +21.2% | +19.6% |
| 3M | +136.1% | -0.9% | +137.0% | +134.6% |
| 6M | +235.2% | +1.5% | +233.8% | +228.6% |
| YTD | +320.5% | -8.0% | +328.5% | +322.3% |
| 1Y | +425.2% | -24.7% | +449.9% | +467.6% |
| 3Y | +42.9% | -28.4% | +71.3% | +54.2% |
| 5Y | -62.8% | +2.8% | -65.6% | -65.9% |
| All | +30.0% | +23.5% | +6.5% | +10.5% |
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