+25.8%
TXG vs BUD
-10.8%
+36.7%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -0.9% | -1.2% |
| 7D | +5.0% | -3.2% | +8.2% | +6.3% |
| 30D | +13.5% | -3.7% | +17.2% | +15.0% |
| 3M | +128.0% | -4.4% | +132.5% | +130.8% |
| 6M | +224.4% | +7.7% | +216.7% | +212.5% |
| YTD | +307.0% | +23.1% | +283.9% | +270.3% |
| 1Y | +427.2% | +33.6% | +393.6% | +362.6% |
| 3Y | +40.2% | +44.7% | -4.5% | +18.7% |
| 5Y | -64.0% | +44.9% | -109.0% | -69.7% |
| All | +25.8% | -10.8% | +36.7% | +77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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