+18.8%
TXG vs BWA
+119.6%
-100.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -2.2% |
| 7D | +1.8% | +5.7% | -3.9% | -0.8% |
| 30D | +32.0% | +1.4% | +30.6% | +31.2% |
| 3M | +87.0% | -12.1% | +99.1% | +97.7% |
| 6M | +180.1% | +28.6% | +151.5% | +146.4% |
| YTD | +284.1% | +51.1% | +233.0% | +203.6% |
| 1Y | +361.7% | +55.9% | +305.8% | +258.4% |
| 3Y | +15.9% | +70.1% | -54.2% | -15.6% |
| 5Y | -66.2% | +90.7% | -156.9% | -76.9% |
| All | +18.8% | +119.6% | -100.8% | -31.1% |
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 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