+28.1%
BA vs TXT
+115.3%
-87.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -2.3% |
| 7D | -1.7% | -3.5% | +1.8% | +0.9% |
| 30D | -9.5% | +15.2% | -24.6% | -19.2% |
| 3M | -26.5% | -4.5% | -22.0% | -24.6% |
| 6M | -27.4% | -6.1% | -21.3% | -25.2% |
| YTD | -20.6% | -2.0% | -18.7% | -21.9% |
| 1Y | -11.4% | +4.2% | -15.6% | -17.0% |
| 3Y | -10.8% | +14.4% | -25.2% | -25.9% |
| 5Y | -21.9% | +12.3% | -34.3% | -35.6% |
| 10Y | +28.1% | +101.8% | -73.7% | -39.5% |
| All | +28.1% | +115.3% | -87.2% | -39.5% |
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