+1,821.9%
BA vs TXT
+2,070.1%
-248.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +1.2% | -4.8% | +5.9% | +3.3% |
| 30D | -11.6% | -10.6% | -1.0% | -7.3% |
| 3M | -2.4% | -13.2% | +10.8% | +3.5% |
| 6M | -6.6% | -20.3% | +13.7% | +2.6% |
| YTD | -2.2% | -9.3% | +7.0% | +1.2% |
| 1Y | -8.0% | -2.7% | -5.3% | -7.8% |
| 3Y | -5.0% | +1.4% | -6.4% | -7.6% |
| 5Y | -2.7% | +9.6% | -12.3% | -8.1% |
| 10Y | +75.9% | +94.9% | -19.0% | +34.0% |
| All | +1,821.9% | +2,070.1% | -248.1% | +428.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling