+7.4%
BAH vs TXT
+7.8%
-0.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.0% | -2.5% | -3.9% |
| 7D | -3.5% | -2.5% | -1.0% | -2.9% |
| 30D | +24.3% | +14.4% | +9.9% | +19.5% |
| 3M | +16.3% | -4.9% | +21.2% | +17.6% |
| 6M | +13.6% | -10.2% | +23.8% | +16.3% |
| YTD | +3.5% | -4.1% | +7.6% | +3.3% |
| 1Y | +2.7% | +4.0% | -1.3% | +0.1% |
| 3Y | -26.6% | +8.0% | -34.5% | -30.5% |
| All | +7.4% | +7.8% | -0.4% | -2.0% |
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