+183.9%
BAH vs TXT
+98.4%
+85.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.1% |
| 7D | -4.3% | -0.2% | -4.1% | -4.3% |
| 30D | -4.5% | -11.1% | +6.6% | -1.5% |
| 3M | -7.6% | -13.0% | +5.4% | -4.2% |
| 6M | -10.6% | -16.2% | +5.6% | -6.7% |
| YTD | -12.6% | -8.7% | -3.8% | -11.2% |
| 1Y | -27.0% | -3.8% | -23.2% | -27.0% |
| 3Y | -31.5% | +5.5% | -37.0% | -34.0% |
| 5Y | -3.8% | +12.3% | -16.1% | -10.5% |
| 10Y | +183.9% | +97.4% | +86.5% | +104.7% |
| All | +183.9% | +98.4% | +85.5% | +104.7% |
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 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