+38.3%
TXG vs BWA
+68.2%
-29.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.0% | -1.7% |
| 7D | +5.0% | -0.1% | +5.1% | +4.9% |
| 30D | +13.5% | -5.5% | +19.0% | +16.8% |
| 3M | +128.0% | -7.6% | +135.6% | +137.1% |
| 6M | +224.4% | +25.0% | +199.5% | +178.8% |
| YTD | +307.0% | +47.0% | +260.0% | +195.5% |
| 1Y | +427.2% | +54.0% | +373.3% | +266.5% |
| All | +38.3% | +68.2% | -29.9% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling