-37.1%
BAX vs TXT
+98.4%
-135.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.6% | -4.3% | -3.9% |
| 7D | -2.4% | -0.2% | -2.2% | -2.4% |
| 30D | -9.7% | -11.1% | +1.3% | -6.9% |
| 3M | +29.3% | -13.0% | +42.2% | +33.8% |
| 6M | +40.7% | -16.2% | +56.9% | +47.0% |
| YTD | +30.3% | -8.7% | +39.0% | +32.9% |
| 1Y | +3.4% | -3.8% | +7.2% | +4.0% |
| 3Y | -32.0% | +5.5% | -37.5% | -33.9% |
| 5Y | -66.9% | +12.3% | -79.2% | -68.8% |
| 10Y | -37.1% | +97.4% | -134.5% | -48.6% |
| All | -37.1% | +98.4% | -135.5% | -48.6% |
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 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