-1.9%
BAH vs TXT
+10.4%
-12.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -3.2% | -4.8% | +1.5% | -1.9% |
| 30D | +2.0% | -10.6% | +12.6% | +5.2% |
| 3M | -7.6% | -13.2% | +5.5% | -4.1% |
| 6M | -5.7% | -20.3% | +14.7% | 0.0% |
| YTD | -11.7% | -9.3% | -2.5% | -10.3% |
| 1Y | -27.4% | -2.7% | -24.7% | -27.8% |
| 3Y | -32.5% | +1.4% | -33.9% | -34.9% |
| All | -1.9% | +10.4% | -12.3% | -11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling