+40.2%
TXG vs BBWI
-47.8%
+88.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.3% | +8.9% | +4.6% |
| 7D | +9.1% | -4.4% | +13.6% | +10.5% |
| 30D | +14.9% | -7.4% | +22.3% | +16.5% |
| 3M | +120.0% | -2.2% | +122.2% | +116.8% |
| 6M | +221.8% | -16.3% | +238.1% | +230.5% |
| YTD | +312.6% | -9.1% | +321.7% | +304.2% |
| 1Y | +398.4% | -34.5% | +433.0% | +459.3% |
| All | +40.2% | -47.8% | +88.0% | +60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling