+30.0%
TXG vs BR
+51.8%
-21.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.3% | +3.6% | +3.5% |
| 7D | +9.5% | -3.0% | +12.5% | +11.6% |
| 30D | +18.8% | -0.3% | +19.1% | +18.8% |
| 3M | +136.1% | +17.3% | +118.8% | +107.6% |
| 6M | +235.2% | -6.7% | +241.9% | +246.4% |
| YTD | +320.5% | -23.4% | +344.0% | +399.3% |
| 1Y | +425.2% | -32.7% | +457.9% | +590.1% |
| 3Y | +42.9% | -5.9% | +48.8% | +42.0% |
| 5Y | -62.8% | +8.4% | -71.3% | -67.8% |
| All | +30.0% | +51.8% | -21.8% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling