-20.6%
BA vs TXT
+14.4%
-35.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | -0.4% |
| 7D | 0.0% | -1.1% | +1.1% | +0.6% |
| 30D | -8.9% | +17.1% | -26.0% | -17.6% |
| 3M | -25.5% | -2.6% | -22.9% | -24.7% |
| 6M | -27.0% | -4.6% | -22.4% | -25.7% |
| YTD | -20.1% | -0.3% | -19.8% | -21.8% |
| 1Y | -11.0% | +5.9% | -16.9% | -16.3% |
| 3Y | -11.8% | +14.4% | -26.2% | -25.5% |
| 5Y | -20.6% | +15.9% | -36.5% | -34.9% |
| All | -20.6% | +14.4% | -35.0% | -34.9% |
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