-22.1%
BA vs TXT
+7.8%
-29.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.7% |
| 7D | +1.1% | -2.5% | +3.6% | +2.6% |
| 30D | -7.9% | +14.4% | -22.3% | -15.6% |
| 3M | -25.3% | -4.9% | -20.4% | -23.4% |
| 6M | -24.6% | -10.2% | -14.4% | -20.4% |
| YTD | -20.1% | -4.1% | -16.0% | -19.9% |
| 1Y | -11.8% | +4.0% | -15.7% | -16.1% |
| 3Y | -10.1% | +8.0% | -18.1% | -21.1% |
| All | -22.1% | +7.8% | -29.9% | -34.0% |
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