+25.8%
TXG vs BBWI
+36.9%
-11.1%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.0% |
| 7D | +5.0% | -8.0% | +13.0% | +7.1% |
| 30D | +13.5% | -6.6% | +20.1% | +14.6% |
| 3M | +128.0% | -2.7% | +130.7% | +126.2% |
| 6M | +224.4% | -12.8% | +237.2% | +227.6% |
| YTD | +307.0% | -10.5% | +317.5% | +304.7% |
| 1Y | +427.2% | -35.3% | +462.6% | +463.4% |
| 3Y | +40.2% | -47.7% | +87.9% | +57.1% |
| 5Y | -64.0% | -68.9% | +4.9% | -56.8% |
| All | +25.8% | +36.9% | -11.1% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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