+71.4%
BAC vs TXT
+10.4%
+61.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | +1.1% | -4.8% | +5.9% | +3.6% |
| 30D | -0.4% | -10.6% | +10.2% | +5.3% |
| 3M | +16.9% | -13.2% | +30.1% | +24.7% |
| 6M | +26.6% | -20.3% | +47.0% | +40.8% |
| YTD | +15.8% | -9.3% | +25.0% | +19.3% |
| 1Y | +27.2% | -2.7% | +29.9% | +25.6% |
| 3Y | +132.4% | +1.4% | +131.0% | +118.5% |
| All | +71.4% | +10.4% | +61.1% | +47.9% |
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