-63.5%
TXG vs BBWI
-68.8%
+5.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.3% | +8.9% | +5.1% |
| 7D | +9.1% | -4.4% | +13.6% | +10.8% |
| 30D | +14.9% | -7.4% | +22.3% | +16.9% |
| 3M | +120.0% | -2.2% | +122.2% | +116.2% |
| 6M | +221.8% | -16.3% | +238.1% | +231.2% |
| YTD | +312.6% | -9.1% | +321.7% | +302.7% |
| 1Y | +398.4% | -34.5% | +433.0% | +451.3% |
| 3Y | +42.1% | -47.0% | +89.0% | +66.0% |
| 5Y | -63.5% | -68.8% | +5.4% | -42.6% |
| All | -63.5% | -68.8% | +5.4% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling