+6.4%
BAH vs TXT
+2.4%
+4.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.5% |
| 7D | -2.6% | -1.1% | -1.5% | -2.4% |
| 30D | +20.4% | +13.3% | +7.1% | +17.5% |
| 3M | +11.9% | -5.1% | +17.0% | +12.5% |
| 6M | +17.1% | -7.1% | +24.3% | +18.1% |
| YTD | +5.5% | -3.2% | +8.7% | -2.1% |
| All | +6.4% | +2.4% | +4.0% | -5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling