+65.0%
TXT vs BTG
+392.0%
-327.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.3% |
| 7D | -4.8% | -0.9% | -3.9% | -4.7% |
| 30D | -10.6% | +36.8% | -47.4% | -13.0% |
| 3M | -13.2% | +23.1% | -36.3% | -14.9% |
| 6M | -20.3% | +3.5% | -23.8% | -21.1% |
| YTD | -9.3% | +25.5% | -34.7% | -11.8% |
| 1Y | -2.7% | +40.1% | -42.8% | -6.6% |
| 3Y | +1.4% | +101.1% | -99.7% | -6.7% |
| 5Y | +9.6% | +70.6% | -61.0% | +1.1% |
| 10Y | +94.9% | +152.1% | -57.2% | +67.0% |
| All | +65.0% | +392.0% | -327.0% | +8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling