+27.5%
BB vs TXT
+103.6%
-76.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.5% | -1.7% |
| 7D | +11.6% | -1.1% | +12.7% | +12.1% |
| 30D | +2.6% | +17.1% | -14.5% | -5.6% |
| 3M | +3.5% | -2.6% | +6.2% | +4.0% |
| 6M | +43.5% | -4.6% | +48.0% | +45.5% |
| YTD | +141.2% | -0.3% | +141.5% | +137.0% |
| 1Y | +97.4% | +5.9% | +91.5% | +87.9% |
| 3Y | +151.1% | +14.4% | +136.7% | +125.7% |
| 5Y | -12.8% | +15.9% | -28.6% | -22.2% |
| 10Y | +27.5% | +99.6% | -72.1% | 0.0% |
| All | +27.5% | +103.6% | -76.2% | 0.0% |
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