+8.7%
TXT vs BTG
+24.4%
-15.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.7% | -10.0% | -1.9% |
| 7D | +10.6% | -0.2% | +10.8% | +10.6% |
| 30D | +14.4% | -0.8% | +15.2% | +14.3% |
| 3M | -2.7% | +31.8% | -34.6% | -5.4% |
| 6M | -4.7% | +20.4% | -25.1% | -6.9% |
| YTD | -0.5% | +14.7% | -15.3% | -4.9% |
| 1Y | +8.7% | +29.4% | -20.6% | +2.5% |
| All | +8.7% | +24.4% | -15.6% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 1y: compounded portfolio wealth divided by compounded BTG 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…
1y analysis · Full analysis span regression · 6 months rolling