-64.0%
TXG vs BB
-29.9%
-34.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.4% | -0.1% |
| 7D | +5.0% | -2.1% | +7.1% | +6.0% |
| 30D | +13.5% | -16.0% | +29.5% | +22.0% |
| 3M | +128.0% | -14.5% | +142.5% | +136.1% |
| 6M | +224.4% | +118.6% | +105.9% | +103.2% |
| YTD | +307.0% | +98.9% | +208.0% | +167.0% |
| 1Y | +427.2% | +99.5% | +327.8% | +238.4% |
| 3Y | +40.2% | +65.4% | -25.2% | -11.8% |
| 5Y | -64.0% | -27.6% | -36.4% | -68.7% |
| All | -64.0% | -29.9% | -34.2% | -68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling