+18.8%
TXG vs BBWI
+53.1%
-34.3%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.6% |
| 7D | +1.8% | +1.5% | +0.3% | +1.4% |
| 30D | +32.0% | -5.2% | +37.2% | +32.9% |
| 3M | +87.0% | +11.1% | +75.9% | +79.3% |
| 6M | +180.1% | -13.4% | +193.4% | +184.2% |
| YTD | +284.1% | +0.1% | +284.0% | +271.6% |
| 1Y | +361.7% | -36.1% | +397.8% | +397.3% |
| 3Y | +15.9% | -44.1% | +60.0% | +27.8% |
| 5Y | -66.2% | -66.2% | +0.1% | -60.4% |
| All | +18.8% | +53.1% | -34.3% | +12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling