+42.9%
TXG vs BTG
+94.8%
-51.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.4% | +3.0% | +3.2% |
| 7D | +9.5% | -3.8% | +13.2% | +10.8% |
| 30D | +18.8% | +3.6% | +15.1% | +17.4% |
| 3M | +136.1% | +32.0% | +104.1% | +116.2% |
| 6M | +235.2% | +3.4% | +231.9% | +224.4% |
| YTD | +320.5% | +20.8% | +299.8% | +287.4% |
| 1Y | +425.2% | +22.4% | +402.8% | +377.5% |
| 3Y | +42.9% | +91.7% | -48.8% | +15.4% |
| All | +42.9% | +94.8% | -51.9% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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