+30.0%
TXG vs BB
+2.0%
+28.0%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.7% | +1.6% | +2.8% |
| 7D | +9.5% | -0.4% | +9.9% | +9.6% |
| 30D | +18.8% | -12.5% | +31.3% | +23.0% |
| 3M | +136.1% | -17.4% | +153.5% | +145.0% |
| 6M | +235.2% | +119.1% | +116.1% | +156.4% |
| YTD | +320.5% | +102.4% | +218.2% | +229.2% |
| 1Y | +425.2% | +98.2% | +327.0% | +310.2% |
| 3Y | +42.9% | +46.9% | -4.0% | +14.7% |
| 5Y | -62.8% | -26.4% | -36.4% | -67.5% |
| All | +30.0% | +2.0% | +28.0% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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