+883.7%
BAH vs TXT
+283.3%
+600.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.1% |
| YTD | -11.7% | -9.3% | -2.5% | -10.1% |
| 1Y | -27.4% | -2.7% | -24.7% | -27.5% |
| 3Y | -32.5% | +1.4% | -33.9% | -34.4% |
| 5Y | -3.3% | +9.6% | -12.9% | -9.5% |
| 10Y | +186.0% | +94.9% | +91.1% | +109.9% |
| All | +883.7% | +283.3% | +600.4% | +461.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling