+391.8%
BAC vs TXT
+98.4%
+293.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.8% |
| 7D | +1.2% | -0.2% | +1.4% | +1.3% |
| 30D | -0.7% | -11.1% | +10.3% | +6.2% |
| 3M | +16.9% | -13.0% | +29.9% | +25.8% |
| 6M | +29.6% | -16.2% | +45.8% | +42.0% |
| YTD | +15.3% | -8.7% | +24.0% | +19.1% |
| 1Y | +28.8% | -3.8% | +32.6% | +28.5% |
| 3Y | +136.4% | +5.5% | +130.9% | +117.7% |
| 5Y | +72.9% | +12.3% | +60.6% | +49.2% |
| 10Y | +391.8% | +97.4% | +294.4% | +157.2% |
| All | +391.8% | +98.4% | +293.4% | +157.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling