+37.9%
BAX vs TXT
+2.4%
+35.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.9% |
| 7D | +0.4% | -1.1% | +1.4% | +0.6% |
| 30D | +3.4% | +13.3% | -9.8% | -0.3% |
| 3M | -4.5% | -5.1% | +0.7% | -1.4% |
| 6M | +44.0% | -7.1% | +51.1% | +48.0% |
| YTD | +34.9% | -3.2% | +38.1% | +31.2% |
| All | +37.9% | +2.4% | +35.5% | +23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling