+42.9%
TXG vs BG
+18.0%
+24.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.7% | +5.1% | +3.8% |
| 7D | +9.5% | +3.1% | +6.4% | +8.6% |
| 30D | +18.8% | +10.2% | +8.5% | +15.6% |
| 3M | +136.1% | -1.7% | +137.8% | +136.5% |
| 6M | +235.2% | +1.0% | +234.3% | +230.6% |
| YTD | +320.5% | +39.9% | +280.6% | +263.0% |
| 1Y | +425.2% | +53.2% | +372.0% | +331.6% |
| 3Y | +42.9% | +16.3% | +26.6% | +18.3% |
| All | +42.9% | +18.0% | +24.9% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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