-0.9%
BA vs TXT
+10.4%
-11.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.1% |
| 7D | +1.2% | -4.8% | +5.9% | +4.2% |
| 30D | -11.6% | -10.6% | -1.0% | -5.4% |
| 3M | -2.4% | -13.2% | +10.8% | +5.8% |
| 6M | -6.6% | -20.3% | +13.7% | +6.5% |
| YTD | -2.2% | -9.3% | +7.0% | +2.0% |
| 1Y | -8.0% | -2.7% | -5.3% | -8.7% |
| 3Y | -5.0% | +1.4% | -6.4% | -12.8% |
| All | -0.9% | +10.4% | -11.3% | -17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling