+874.4%
BAX vs TXT
+2,193.3%
-1,318.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.9% |
| 7D | +12.1% | -2.5% | +14.7% | +12.6% |
| 30D | +7.6% | +14.4% | -6.8% | +4.7% |
| 3M | -4.5% | -4.9% | +0.4% | -4.0% |
| 6M | +52.0% | -10.2% | +62.2% | +54.2% |
| YTD | +35.1% | -4.1% | +39.2% | +35.4% |
| 1Y | +43.7% | +4.0% | +39.8% | +41.9% |
| 3Y | -20.9% | +8.0% | -28.9% | -22.7% |
| 5Y | -63.5% | +8.4% | -72.0% | -64.8% |
| 10Y | -36.0% | +116.6% | -152.6% | -47.3% |
| All | +874.4% | +2,193.3% | -1,318.9% | +286.7% |
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