+27.6%
TXG vs BNS
+138.4%
-110.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +3.1% |
| 7D | +9.1% | -1.3% | +10.4% | +10.0% |
| 30D | +14.9% | +4.0% | +10.9% | +11.4% |
| 3M | +120.0% | +13.8% | +106.2% | +101.0% |
| 6M | +221.8% | +32.7% | +189.1% | +166.9% |
| YTD | +312.6% | +27.6% | +285.0% | +250.2% |
| 1Y | +398.4% | +47.4% | +351.0% | +284.8% |
| 3Y | +42.1% | +129.0% | -86.9% | -15.7% |
| 5Y | -63.5% | +92.7% | -156.2% | -76.1% |
| All | +27.6% | +138.4% | -110.8% | -23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling