+104.6%
BB vs TXT
+1.6%
+103.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.2% |
| 7D | +1.8% | +0.1% | +1.7% | +1.8% |
| 30D | +8.1% | +13.3% | -5.2% | +3.7% |
| 3M | -1.0% | -5.0% | +4.0% | +0.8% |
| 6M | +45.9% | -8.4% | +54.3% | +49.5% |
| YTD | +134.8% | -4.0% | +138.8% | +140.1% |
| 1Y | +104.6% | +2.8% | +101.8% | +101.9% |
| All | +104.6% | +1.6% | +103.0% | +101.9% |
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