+12.0%
TXG vs BAH
+41.6%
-29.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.2% | -4.9% | -4.8% |
| 7D | +1.8% | -2.6% | +4.4% | +2.6% |
| 30D | -17.7% | +20.4% | -38.0% | -23.1% |
| 3M | +2.3% | +11.9% | -9.5% | -2.3% |
| 6M | +182.5% | +17.1% | +165.4% | +162.2% |
| YTD | +262.4% | +5.5% | +256.8% | +244.9% |
| 1Y | +254.1% | +5.6% | +248.5% | +235.5% |
| 3Y | +66.6% | -26.5% | +93.1% | +78.2% |
| 5Y | -64.5% | +6.5% | -71.0% | -68.1% |
| All | +12.0% | +41.6% | -29.6% | -9.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling