+27.6%
TXG vs BG
+162.7%
-135.1%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | +9.1% | +0.5% | +8.6% | +9.0% |
| 30D | +14.9% | +10.3% | +4.6% | +11.6% |
| 3M | +120.0% | -1.9% | +121.9% | +119.7% |
| 6M | +221.8% | +5.2% | +216.6% | +213.0% |
| YTD | +312.6% | +41.2% | +271.4% | +265.0% |
| 1Y | +398.4% | +50.5% | +347.9% | +329.4% |
| 3Y | +42.1% | +19.9% | +22.2% | +28.8% |
| 5Y | -63.5% | +86.7% | -150.2% | -71.5% |
| All | +27.6% | +162.7% | -135.1% | -6.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling