+10.3%
TXG vs BWA
+65.5%
-55.2%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -1.8% | +4.3% | -6.1% | -3.6% |
| 30D | -20.4% | -13.0% | -7.4% | -14.6% |
| 3M | +0.1% | -24.8% | +24.9% | +13.3% |
| 6M | +176.2% | -23.5% | +199.7% | +209.1% |
| YTD | +256.8% | +13.8% | +242.9% | +219.7% |
| 1Y | +255.9% | +13.4% | +242.5% | +218.5% |
| 3Y | +60.2% | +62.8% | -2.5% | +20.9% |
| 5Y | -65.1% | +28.5% | -93.5% | -72.4% |
| All | +10.3% | +65.5% | -55.2% | -27.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling