+70.8%
TXG vs BAH
-26.8%
+97.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.7% | -1.2% |
| 7D | -8.1% | -1.6% | -6.5% | -7.8% |
| 30D | -17.5% | +18.0% | -35.5% | -21.7% |
| 3M | +6.1% | +11.4% | -5.3% | +2.2% |
| 6M | +202.7% | +17.7% | +185.0% | +184.4% |
| YTD | +280.4% | +5.4% | +275.1% | +265.5% |
| 1Y | +274.0% | +2.8% | +271.3% | +261.4% |
| All | +70.8% | -26.8% | +97.6% | +87.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling