+137.5%
BB vs TXT
+7.8%
+129.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.0% | +6.4% | +5.2% |
| 7D | +3.8% | -2.5% | +6.3% | +4.7% |
| 30D | -0.3% | +14.4% | -14.7% | -6.8% |
| 3M | -0.5% | -4.9% | +4.5% | +1.3% |
| 6M | +45.9% | -10.2% | +56.1% | +52.0% |
| YTD | +130.6% | -4.1% | +134.7% | +130.5% |
| 1Y | +89.2% | +4.0% | +85.2% | +81.0% |
| 3Y | +137.5% | +8.0% | +129.5% | +152.3% |
| All | +137.5% | +7.8% | +129.7% | +152.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling