+30.0%
TXG vs BWA
+116.7%
-86.7%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.5% | +1.9% | +2.6% |
| 7D | +9.5% | -1.3% | +10.8% | +10.1% |
| 30D | +18.8% | -2.9% | +21.7% | +20.1% |
| 3M | +136.1% | -10.7% | +146.8% | +148.3% |
| 6M | +235.2% | +26.5% | +208.8% | +197.0% |
| YTD | +320.5% | +49.1% | +271.4% | +234.2% |
| 1Y | +425.2% | +52.1% | +373.1% | +312.0% |
| 3Y | +42.9% | +72.6% | -29.7% | +3.4% |
| 5Y | -62.8% | +89.4% | -152.2% | -74.5% |
| All | +30.0% | +116.7% | -86.7% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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