+18.8%
TXG vs BAH
+18.4%
+0.3%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.4% |
| 7D | +1.8% | -3.2% | +5.0% | +2.9% |
| 30D | +32.0% | +2.0% | +30.0% | +31.2% |
| 3M | +87.0% | -7.6% | +94.6% | +90.8% |
| 6M | +180.1% | -5.7% | +185.7% | +181.7% |
| YTD | +284.1% | -11.7% | +295.8% | +291.6% |
| 1Y | +361.7% | -27.4% | +389.0% | +405.3% |
| 3Y | +15.9% | -32.5% | +48.4% | +27.9% |
| 5Y | -66.2% | -3.3% | -62.8% | -68.3% |
| All | +18.8% | +18.4% | +0.3% | +2.5% |
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 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