+427.2%
TXG vs BBWI
-35.0%
+462.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.3% |
| 7D | +5.0% | -8.0% | +13.0% | +5.0% |
| 30D | +13.5% | -6.6% | +20.1% | +13.5% |
| 3M | +128.0% | -2.7% | +130.7% | +128.1% |
| 6M | +224.4% | -12.8% | +237.2% | +222.4% |
| YTD | +307.0% | -10.5% | +317.5% | +307.9% |
| 1Y | +427.2% | -35.3% | +462.6% | +499.8% |
| All | +427.2% | -35.0% | +462.2% | +499.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling