+87.6%
BB vs TXT
+9.2%
+78.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.3% | +8.2% | +7.3% |
| 7D | -6.8% | +10.6% | -17.4% | -9.5% |
| 30D | -3.5% | +14.4% | -17.9% | -7.4% |
| 3M | -1.2% | -2.7% | +1.5% | +0.1% |
| 6M | +57.0% | -4.7% | +61.7% | +59.3% |
| YTD | +131.1% | -0.5% | +131.7% | +132.9% |
| 1Y | +87.6% | +8.7% | +78.8% | +76.7% |
| All | +87.6% | +9.2% | +78.4% | +76.7% |
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 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