+27.6%
TXG vs BTG
+109.5%
-81.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +2.2% |
| 7D | +9.1% | +2.4% | +6.7% | +8.4% |
| 30D | +14.9% | +9.5% | +5.4% | +12.3% |
| 3M | +120.0% | +38.5% | +81.5% | +102.9% |
| 6M | +221.8% | +5.6% | +216.2% | +212.9% |
| YTD | +312.6% | +23.9% | +288.6% | +285.2% |
| 1Y | +398.4% | +32.1% | +366.3% | +356.1% |
| 3Y | +42.1% | +103.2% | -61.1% | +15.3% |
| 5Y | -63.5% | +79.7% | -143.2% | -69.9% |
| All | +27.6% | +109.5% | -81.9% | +11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling