+97.4%
BB vs TXT
+5.9%
+91.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.5% | -1.3% |
| 7D | +11.6% | -1.1% | +12.7% | +11.8% |
| 30D | +2.6% | +17.1% | -14.5% | -2.6% |
| 3M | +3.5% | -2.6% | +6.2% | +4.9% |
| 6M | +43.5% | -4.6% | +48.0% | +45.6% |
| YTD | +141.2% | -0.3% | +141.5% | +142.6% |
| 1Y | +97.4% | +5.9% | +91.5% | +88.5% |
| All | +97.4% | +5.9% | +91.5% | +88.5% |
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 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