+38.5%
TXG vs BUD
+48.7%
-10.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.8% | +5.5% | +5.0% |
| 7D | +9.4% | +0.8% | +8.6% | +9.0% |
| 30D | +26.1% | -4.8% | +30.9% | +28.6% |
| 3M | +124.8% | +1.4% | +123.5% | +121.6% |
| 6M | +215.2% | +9.9% | +205.4% | +196.7% |
| YTD | +302.2% | +26.3% | +275.9% | +250.2% |
| 1Y | +370.9% | +36.1% | +334.8% | +292.3% |
| 3Y | +38.5% | +48.6% | -10.1% | +8.7% |
| All | +38.5% | +48.7% | -10.1% | +8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling