+38.5%
TXG vs BAH
-32.1%
+70.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.9% | +5.7% | +5.0% |
| 7D | +9.4% | -4.3% | +13.7% | +10.8% |
| 30D | +26.1% | -4.5% | +30.5% | +27.9% |
| 3M | +124.8% | -7.6% | +132.4% | +130.0% |
| 6M | +215.2% | -10.6% | +225.8% | +224.9% |
| YTD | +302.2% | -12.6% | +314.8% | +310.7% |
| 1Y | +370.9% | -27.0% | +397.9% | +412.6% |
| 3Y | +38.5% | -31.5% | +70.0% | +50.9% |
| All | +38.5% | -32.1% | +70.6% | +50.9% |
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