-11.5%
BA vs TXT
+4.2%
-15.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.4% |
| 7D | -1.7% | -3.5% | +1.8% | -0.4% |
| 30D | -9.5% | +15.2% | -24.6% | -14.7% |
| 3M | -26.5% | -4.5% | -22.0% | -25.1% |
| 6M | -27.4% | -6.1% | -21.3% | -26.0% |
| YTD | -20.6% | -2.0% | -18.7% | -20.5% |
| All | -11.5% | +4.2% | -15.7% | -15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling