+1,064.4%
BAC vs TXT
+2,193.3%
-1,128.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.4% |
| 7D | -1.2% | -2.5% | +1.3% | +0.2% |
| 30D | -7.7% | +14.4% | -22.1% | -15.1% |
| 3M | -21.2% | -4.9% | -16.2% | -19.5% |
| 6M | -6.8% | -10.2% | +3.4% | -2.5% |
| YTD | -8.7% | -4.1% | -4.6% | -8.9% |
| 1Y | -5.3% | +4.0% | -9.2% | -9.8% |
| 3Y | +87.4% | +8.0% | +79.5% | +70.9% |
| 5Y | +18.9% | +8.4% | +10.5% | +5.8% |
| 10Y | +273.3% | +116.6% | +156.7% | +107.4% |
| All | +1,064.4% | +2,193.3% | -1,128.9% | +103.7% |
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