+200.5%
B vs TXT
+115.3%
+85.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +2.0% | +4.0% |
| 7D | +11.3% | -3.5% | +14.8% | +11.7% |
| 30D | +2.9% | +15.2% | -12.2% | +1.6% |
| 3M | -2.9% | -4.5% | +1.6% | -2.6% |
| 6M | -1.2% | -6.1% | +4.9% | -0.8% |
| YTD | -1.3% | -2.0% | +0.6% | -1.3% |
| 1Y | +30.4% | +4.2% | +26.2% | +30.0% |
| 3Y | +195.3% | +14.4% | +180.9% | +191.6% |
| 5Y | +146.2% | +12.3% | +133.9% | +142.0% |
| 10Y | +200.5% | +101.8% | +98.6% | +234.7% |
| All | +200.5% | +115.3% | +85.1% | +234.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling