+251.7%
BAC vs TXT
+115.3%
+136.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.2% | 0.0% | +1.0% |
| 7D | +2.0% | -3.5% | +5.5% | +4.1% |
| 30D | -6.9% | +15.2% | -22.1% | -14.8% |
| 3M | -19.6% | -4.5% | -15.1% | -18.0% |
| 6M | -0.5% | -6.1% | +5.6% | +1.6% |
| YTD | -6.6% | -2.0% | -4.7% | -8.1% |
| 1Y | -3.0% | +4.2% | -7.2% | -7.9% |
| 3Y | +97.3% | +14.4% | +82.9% | +72.1% |
| 5Y | +21.9% | +12.3% | +9.5% | +4.9% |
| 10Y | +251.7% | +101.8% | +149.8% | +75.4% |
| All | +251.7% | +115.3% | +136.3% | +75.4% |
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