+10.3%
TXG vs BBWI
+67.9%
-57.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.9% |
| 7D | -1.8% | +0.1% | -2.0% | -1.8% |
| 30D | -20.4% | +12.9% | -33.3% | -23.0% |
| 3M | +0.1% | +16.0% | -15.9% | -5.2% |
| 6M | +176.2% | +16.6% | +159.6% | +158.2% |
| YTD | +256.8% | +9.7% | +247.0% | +233.9% |
| 1Y | +255.9% | +1.5% | +254.4% | +232.6% |
| 3Y | +60.2% | -21.4% | +81.6% | +61.0% |
| 5Y | -65.1% | -67.6% | +2.5% | -59.8% |
| All | +10.3% | +67.9% | -57.6% | +1.2% |
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