+30.0%
TXG vs BRKR
+22.7%
+7.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.6% | +3.5% |
| 7D | +9.5% | -8.7% | +18.1% | +16.8% |
| 30D | +18.8% | -9.9% | +28.6% | +28.1% |
| 3M | +136.1% | -3.1% | +139.2% | +134.1% |
| 6M | +235.2% | +45.5% | +189.7% | +138.1% |
| YTD | +320.5% | +13.7% | +306.9% | +261.6% |
| 1Y | +425.2% | +67.4% | +357.8% | +232.5% |
| 3Y | +42.9% | -13.2% | +56.1% | +44.1% |
| 5Y | -62.8% | -39.5% | -23.3% | -52.7% |
| All | +30.0% | +22.7% | +7.4% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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