+12.8%
TXT vs BTG
+74.4%
-61.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.4% | -0.5% |
| 7D | -0.2% | -5.8% | +5.6% | +0.4% |
| 30D | -10.2% | +5.7% | -15.9% | -10.8% |
| 3M | -13.3% | +38.1% | -51.4% | -16.4% |
| 6M | -14.4% | +0.3% | -14.7% | -15.2% |
| YTD | -9.1% | +19.9% | -29.0% | -12.2% |
| 1Y | -2.2% | +24.6% | -26.8% | -6.5% |
| 3Y | +5.1% | +96.6% | -91.5% | -7.0% |
| 5Y | +12.8% | +77.7% | -64.9% | +0.5% |
| All | +12.8% | +74.4% | -61.5% | +0.5% |
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 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