+21.9%
BB vs TXT
+89.4%
-67.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.0% |
| 7D | +1.8% | +0.1% | +1.7% | +1.8% |
| 30D | +8.1% | +13.3% | -5.2% | +1.1% |
| 3M | -1.0% | -5.0% | +4.0% | +0.7% |
| 6M | +45.9% | -8.4% | +54.3% | +50.9% |
| YTD | +134.8% | -4.0% | +138.8% | +134.9% |
| 1Y | +104.6% | +2.8% | +101.8% | +97.5% |
| 3Y | +152.8% | +10.3% | +142.6% | +131.3% |
| 5Y | -17.4% | +9.2% | -26.6% | -24.3% |
| All | +21.9% | +89.4% | -67.5% | -3.6% |
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