+38.3%
TXG vs BB
+62.2%
-23.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.4% | -0.4% |
| 7D | +5.0% | -2.1% | +7.1% | +5.8% |
| 30D | +13.5% | -16.0% | +29.5% | +20.2% |
| 3M | +128.0% | -14.5% | +142.5% | +134.9% |
| 6M | +224.4% | +118.6% | +105.9% | +122.6% |
| YTD | +307.0% | +98.9% | +208.0% | +190.3% |
| 1Y | +427.2% | +99.5% | +327.8% | +269.3% |
| All | +38.3% | +62.2% | -23.9% | -11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling