+1,376.8%
BAC vs TXT
+2,070.1%
-693.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | +1.1% | -4.8% | +5.9% | +3.9% |
| 30D | -0.4% | -10.6% | +10.2% | +6.1% |
| 3M | +16.9% | -13.2% | +30.1% | +25.8% |
| 6M | +26.6% | -20.3% | +47.0% | +42.5% |
| YTD | +15.8% | -9.3% | +25.0% | +20.2% |
| 1Y | +27.2% | -2.7% | +29.9% | +26.3% |
| 3Y | +132.4% | +1.4% | +131.0% | +121.2% |
| 5Y | +72.6% | +9.6% | +63.0% | +53.5% |
| 10Y | +389.7% | +94.9% | +294.8% | +190.6% |
| All | +1,376.8% | +2,070.1% | -693.2% | +168.7% |
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