-59.4%
TXG vs BRKR
-39.7%
-19.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.6% | +3.5% |
| 7D | +9.5% | -8.7% | +18.1% | +17.6% |
| 30D | +18.8% | -9.9% | +28.6% | +29.0% |
| 3M | +136.1% | -3.1% | +139.2% | +132.6% |
| 6M | +235.2% | +45.5% | +189.7% | +126.3% |
| YTD | +320.5% | +13.7% | +306.9% | +251.6% |
| 1Y | +425.2% | +67.4% | +357.8% | +208.8% |
| 3Y | +42.9% | -13.2% | +56.1% | +38.9% |
| All | -59.4% | -39.7% | -19.7% | -53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling