+12.0%
TXG vs BUD
-3.7%
+15.7%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.3% | -4.5% | -4.7% |
| 7D | +1.8% | -1.6% | +3.4% | +2.4% |
| 30D | -17.7% | +6.7% | -24.3% | -20.3% |
| 3M | +2.3% | +5.9% | -3.5% | -0.9% |
| 6M | +182.5% | +5.1% | +177.4% | +172.6% |
| YTD | +262.4% | +32.9% | +229.5% | +217.1% |
| 1Y | +254.1% | +31.8% | +222.3% | +210.5% |
| 3Y | +66.6% | +47.4% | +19.2% | +38.8% |
| 5Y | -64.5% | +50.8% | -115.3% | -71.0% |
| All | +12.0% | -3.7% | +15.7% | +52.3% |
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