-33.9%
BAX vs TXT
+115.3%
-149.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.2% | +1.8% |
| 7D | +9.0% | -3.5% | +12.6% | +10.0% |
| 30D | +8.5% | +15.2% | -6.7% | +4.1% |
| 3M | -4.1% | -4.5% | +0.4% | -3.4% |
| 6M | +46.9% | -6.1% | +53.0% | +48.3% |
| YTD | +38.4% | -2.0% | +40.3% | +37.9% |
| 1Y | +47.0% | +4.2% | +42.8% | +44.2% |
| 3Y | -14.9% | +14.4% | -29.3% | -19.3% |
| 5Y | -62.5% | +12.3% | -74.8% | -64.9% |
| 10Y | -33.9% | +101.8% | -135.7% | -44.9% |
| All | -33.9% | +115.3% | -149.3% | -44.9% |
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