+27.6%
TXG vs BR
+52.2%
-24.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.8% |
| 7D | +9.1% | -5.0% | +14.2% | +12.9% |
| 30D | +14.9% | -2.5% | +17.3% | +16.7% |
| 3M | +120.0% | +13.5% | +106.5% | +98.3% |
| 6M | +221.8% | -9.4% | +231.2% | +240.1% |
| YTD | +312.6% | -23.3% | +335.8% | +389.2% |
| 1Y | +398.4% | -31.6% | +430.0% | +547.2% |
| 3Y | +42.1% | -5.1% | +47.2% | +40.2% |
| 5Y | -63.5% | +8.2% | -71.6% | -68.3% |
| All | +27.6% | +52.2% | -24.6% | -13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling