+42.9%
TXG vs BRKR
-11.8%
+54.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.6% | +3.5% |
| 7D | +9.5% | -8.7% | +18.1% | +16.7% |
| 30D | +18.8% | -9.9% | +28.6% | +27.9% |
| 3M | +136.1% | -3.1% | +139.2% | +133.2% |
| 6M | +235.2% | +45.5% | +189.7% | +136.5% |
| YTD | +320.5% | +13.7% | +306.9% | +259.2% |
| 1Y | +425.2% | +67.4% | +357.8% | +231.2% |
| 3Y | +42.9% | -13.2% | +56.1% | +36.8% |
| All | +42.9% | -11.8% | +54.7% | +36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling