+875.9%
BAX vs TXT
+2,070.1%
-1,194.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -1.1% | -4.8% | +3.6% | -0.3% |
| 30D | -5.5% | -10.6% | +5.2% | -3.5% |
| 3M | +33.5% | -13.2% | +46.7% | +36.8% |
| 6M | +35.9% | -20.3% | +56.2% | +41.3% |
| YTD | +35.4% | -9.3% | +44.6% | +37.4% |
| 1Y | +9.8% | -2.7% | +12.4% | +10.0% |
| 3Y | -32.7% | +1.4% | -34.1% | -33.3% |
| 5Y | -65.6% | +9.6% | -75.1% | -66.7% |
| 10Y | -34.9% | +94.9% | -129.8% | -45.2% |
| All | +875.9% | +2,070.1% | -1,194.1% | +292.5% |
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