+42.9%
TXG vs BNS
+130.5%
-87.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.7% | +2.7% | +2.6% |
| 7D | +9.5% | -0.4% | +9.9% | +9.9% |
| 30D | +18.8% | +3.5% | +15.3% | +13.6% |
| 3M | +136.1% | +14.1% | +122.0% | +101.2% |
| 6M | +235.2% | +33.8% | +201.5% | +138.8% |
| YTD | +320.5% | +29.5% | +291.1% | +208.7% |
| 1Y | +425.2% | +48.4% | +376.8% | +224.9% |
| 3Y | +42.9% | +129.6% | -86.7% | -50.6% |
| All | +42.9% | +130.5% | -87.6% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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