-63.5%
TXG vs BWA
+89.5%
-152.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +3.6% |
| 7D | +9.1% | +0.1% | +9.0% | +8.9% |
| 30D | +14.9% | -5.6% | +20.4% | +18.8% |
| 3M | +120.0% | -10.7% | +130.7% | +135.6% |
| 6M | +221.8% | +23.2% | +198.6% | +173.1% |
| YTD | +312.6% | +46.0% | +266.6% | +192.6% |
| 1Y | +398.4% | +51.2% | +347.3% | +241.8% |
| 3Y | +42.1% | +69.6% | -27.5% | -13.6% |
| 5Y | -63.5% | +86.6% | -150.0% | -81.1% |
| All | -63.5% | +89.5% | -152.9% | -81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling