+193.9%
BAH vs TXT
+90.9%
+103.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | 0.0% |
| 7D | -3.2% | -1.1% | -2.1% | -2.9% |
| 30D | +19.5% | +13.3% | +6.3% | +15.4% |
| 3M | +11.1% | -5.1% | +16.2% | +12.3% |
| 6M | +16.3% | -7.1% | +23.5% | +18.0% |
| YTD | +4.8% | -3.2% | +8.0% | +4.5% |
| 1Y | +4.9% | +2.3% | +2.6% | +3.1% |
| 3Y | -27.0% | +11.1% | -38.1% | -30.8% |
| 5Y | +5.7% | +10.0% | -4.3% | -1.2% |
| All | +193.9% | +90.9% | +103.0% | +130.7% |
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