+233.0%
BAC vs TXT
+98.8%
+134.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.6% |
| 7D | -1.9% | -0.8% | -1.0% | -1.4% |
| 30D | -7.2% | +13.4% | -20.6% | -14.2% |
| 3M | -20.4% | -2.5% | -17.9% | -19.8% |
| 6M | +1.3% | -6.2% | +7.5% | +3.4% |
| YTD | -6.4% | -1.3% | -5.1% | -8.2% |
| 1Y | -3.5% | +4.3% | -7.8% | -8.5% |
| 3Y | +96.7% | +13.2% | +83.5% | +72.8% |
| 5Y | +20.6% | +12.4% | +8.2% | +3.8% |
| 10Y | +233.0% | +94.8% | +138.3% | +72.3% |
| All | +233.0% | +98.8% | +134.2% | +72.3% |
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