+9.8%
TXT vs BTG
+30.0%
-20.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | +0.1% | -9.1% | +9.2% | +1.0% |
| 30D | +13.3% | -1.6% | +15.0% | +13.3% |
| 3M | -5.0% | -2.8% | -2.2% | -5.1% |
| 6M | -8.4% | -7.6% | -0.8% | -8.6% |
| YTD | -4.0% | +10.2% | -14.2% | -6.8% |
| 1Y | +2.8% | +21.3% | -18.5% | -1.4% |
| 3Y | +10.3% | +82.7% | -72.4% | -2.2% |
| All | +9.8% | +30.0% | -20.1% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling