+2.4%
BB vs TXT
+100.3%
-97.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -2.0% | -1.7% |
| 7D | +1.8% | +0.8% | +1.0% | +1.4% |
| 30D | -12.2% | -10.4% | -1.8% | -7.5% |
| 3M | -12.3% | -14.3% | +2.0% | -5.7% |
| 6M | +122.7% | -15.1% | +137.8% | +139.7% |
| YTD | +104.5% | -8.3% | +112.8% | +110.7% |
| 1Y | +106.7% | -0.7% | +107.4% | +104.3% |
| 3Y | +70.0% | +6.0% | +64.0% | +59.6% |
| 5Y | -27.8% | +12.5% | -40.3% | -33.8% |
| 10Y | +2.4% | +103.2% | -100.8% | -29.5% |
| All | +2.4% | +100.3% | -97.9% | -29.5% |
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 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